+41.9%
XLP vs MTZ
+237.5%
-195.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.5% | -10.8% | -1.0% |
| 7D | +0.7% | -6.4% | +7.2% | +0.6% |
| 30D | +10.3% | -22.1% | +32.3% | +9.8% |
| 3M | +6.5% | -32.7% | +39.2% | +5.8% |
| 6M | +8.4% | -59.8% | +68.2% | +7.5% |
| YTD | +18.2% | -19.9% | +38.1% | +16.6% |
| 1Y | +22.4% | -11.5% | +33.9% | +20.6% |
| 3Y | +41.9% | +258.1% | -216.2% | +30.0% |
| All | +41.9% | +237.5% | -195.6% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling