+20.7%
XLK vs MTZ
-14.7%
+35.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.4% | +15.4% | +3.7% |
| 7D | -7.6% | -7.4% | -0.2% | -6.6% |
| 30D | -12.2% | -23.6% | +11.4% | -6.5% |
| 3M | -5.5% | -38.3% | +32.9% | +6.4% |
| 6M | +9.2% | -60.6% | +69.8% | +38.0% |
| YTD | +23.0% | -22.9% | +45.9% | +21.4% |
| 1Y | +20.7% | -14.3% | +35.0% | +12.6% |
| All | +20.7% | -14.7% | +35.4% | +12.6% |
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 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