+253.9%
XLI vs MTZ
+773.6%
-519.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +0.1% |
| 7D | -1.7% | +1.4% | -3.0% | -2.1% |
| 30D | -7.3% | -14.5% | +7.2% | -3.6% |
| 3M | -1.3% | -32.9% | +31.6% | +7.5% |
| 6M | +2.2% | -20.8% | +23.1% | +5.9% |
| YTD | +11.7% | +10.6% | +1.1% | +5.2% |
| 1Y | +14.3% | +27.1% | -12.8% | +3.2% |
| 3Y | +70.3% | +166.1% | -95.8% | +19.8% |
| 5Y | +82.3% | +170.7% | -88.4% | +22.5% |
| All | +253.9% | +773.6% | -519.7% | +61.0% |
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