+102.9%
XLP vs MTZ
+743.1%
-640.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.9% |
| 7D | -1.4% | +3.6% | -5.0% | -1.7% |
| 30D | -1.3% | -9.6% | +8.4% | -0.6% |
| 3M | +1.8% | -31.9% | +33.8% | +4.2% |
| 6M | -0.8% | -13.8% | +13.0% | -0.9% |
| YTD | +9.5% | +13.3% | -3.7% | +6.6% |
| 1Y | +7.2% | +39.3% | -32.1% | +2.0% |
| 3Y | +27.1% | +168.3% | -141.2% | +10.5% |
| 5Y | +32.0% | +166.4% | -134.4% | +12.7% |
| 10Y | +102.9% | +739.9% | -637.0% | +52.8% |
| All | +102.9% | +743.1% | -640.2% | +52.8% |
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 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