+43.4%
XLK vs MTZ
+30.9%
+12.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.1% |
| 7D | +0.9% | -1.6% | +2.4% | +1.3% |
| 30D | +0.7% | -11.1% | +11.8% | +4.0% |
| 3M | -2.9% | -36.7% | +33.8% | +9.3% |
| 6M | +34.3% | -21.9% | +56.2% | +39.6% |
| YTD | +30.4% | +9.1% | +21.3% | +20.8% |
| 1Y | +43.4% | +30.0% | +13.4% | +26.2% |
| All | +43.4% | +30.9% | +12.5% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling