+1,036.2%
XLE vs MTZ
+1,130.6%
-94.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.9% |
| 7D | +4.4% | +16.5% | -12.1% | +1.5% |
| 30D | -4.3% | -10.2% | +5.9% | -3.0% |
| 3M | +6.0% | -34.2% | +40.2% | +12.8% |
| 6M | +13.2% | -56.0% | +69.2% | +27.1% |
| YTD | +46.7% | -14.8% | +61.6% | +45.7% |
| 1Y | +46.6% | -7.2% | +53.9% | +43.2% |
| 3Y | +69.6% | +275.8% | -206.2% | +25.6% |
| 5Y | +166.5% | +93.5% | +73.0% | +116.5% |
| 10Y | +178.0% | +432.7% | -254.6% | +87.3% |
| All | +1,036.2% | +1,130.6% | -94.4% | +486.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling