+788.5%
XLK vs MTZ
+773.6%
+14.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.4% |
| 7D | +0.2% | +1.4% | -1.1% | -0.2% |
| 30D | -0.6% | -14.5% | +13.8% | +3.4% |
| 3M | +2.6% | -32.9% | +35.5% | +12.5% |
| 6M | +34.0% | -20.8% | +54.8% | +40.0% |
| YTD | +30.7% | +10.6% | +20.1% | +24.5% |
| 1Y | +39.2% | +27.1% | +12.1% | +27.6% |
| 3Y | +120.4% | +166.1% | -45.7% | +62.8% |
| 5Y | +148.8% | +170.7% | -21.9% | +77.9% |
| All | +788.5% | +773.6% | +14.9% | +385.6% |
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 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