+1,111.5%
XLI vs MTZ
+1,536.7%
-425.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.1% |
| 7D | +1.0% | +3.6% | -2.6% | +0.4% |
| 30D | -5.8% | -9.6% | +3.8% | -4.3% |
| 3M | +0.7% | -31.9% | +32.6% | +6.3% |
| 6M | +3.2% | -13.8% | +17.0% | +4.3% |
| YTD | +13.0% | +13.3% | -0.2% | +8.9% |
| 1Y | +16.8% | +39.3% | -22.5% | +8.3% |
| 3Y | +72.4% | +168.3% | -95.9% | +39.5% |
| 5Y | +82.8% | +166.4% | -83.6% | +45.3% |
| 10Y | +252.4% | +739.9% | -487.5% | +124.9% |
| All | +1,111.5% | +1,536.7% | -425.1% | +481.8% |
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 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