+79.9%
XLI vs MTZ
+159.0%
-79.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | 0.0% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -8.2% | -14.8% | +6.7% | -5.1% |
| 3M | +0.8% | -30.8% | +31.6% | +7.4% |
| 6M | +0.8% | -22.6% | +23.5% | +4.3% |
| YTD | +10.5% | +6.8% | +3.7% | +5.8% |
| 1Y | +14.1% | +22.1% | -8.0% | +5.6% |
| 3Y | +68.6% | +153.1% | -84.5% | +29.6% |
| All | +79.9% | +159.0% | -79.1% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling