+22.2%
XLP vs MTZ
-8.2%
+30.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.6% | -7.7% | +1.6% |
| 7D | +0.1% | -2.4% | +2.5% | 0.0% |
| 30D | +8.9% | -11.1% | +20.0% | +8.3% |
| 3M | +7.5% | -30.6% | +38.1% | +5.4% |
| 6M | +9.4% | -54.4% | +63.8% | +5.7% |
| YTD | +19.3% | -13.0% | +32.3% | +19.1% |
| All | +22.2% | -8.2% | +30.4% | +23.2% |
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