+248.8%
XLF vs MTZ
+773.6%
-524.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.9% | -0.2% |
| 7D | -1.5% | +1.4% | -2.8% | -1.9% |
| 30D | -1.2% | -14.5% | +13.3% | +2.4% |
| 3M | +9.2% | -32.9% | +42.1% | +18.0% |
| 6M | +16.3% | -20.8% | +37.2% | +19.1% |
| YTD | +5.4% | +10.6% | -5.2% | -2.0% |
| 1Y | +7.6% | +27.1% | -19.5% | -4.4% |
| 3Y | +74.2% | +166.1% | -91.9% | +18.5% |
| 5Y | +66.1% | +170.7% | -104.5% | +7.3% |
| All | +248.8% | +773.6% | -524.7% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling