+128.8%
XLP vs MTZ
+544.1%
-415.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.6% | -7.7% | +0.3% |
| 7D | +0.1% | -2.4% | +2.5% | 0.0% |
| 30D | +8.9% | -11.1% | +20.0% | +9.6% |
| 3M | +7.5% | -30.6% | +38.1% | +9.9% |
| 6M | +9.4% | -54.4% | +63.8% | +15.1% |
| YTD | +19.3% | -13.0% | +32.3% | +17.9% |
| 1Y | +21.7% | -5.7% | +27.4% | +19.3% |
| 3Y | +44.0% | +297.2% | -253.2% | +17.9% |
| 5Y | +42.8% | +95.9% | -53.1% | +24.3% |
| 10Y | +128.8% | +492.6% | -363.9% | +75.3% |
| All | +128.8% | +544.1% | -415.3% | +75.3% |
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