+44.0%
XLP vs MTZ
+89.4%
-45.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.4% |
| 7D | +2.5% | +5.0% | -2.5% | +2.4% |
| 30D | +7.3% | -6.0% | +13.3% | +7.4% |
| 3M | +8.1% | -36.1% | +44.2% | +9.2% |
| 6M | +10.5% | -56.9% | +67.4% | +12.9% |
| YTD | +21.2% | -15.9% | +37.1% | +19.7% |
| 1Y | +22.7% | -3.8% | +26.6% | +20.3% |
| 3Y | +44.8% | +272.3% | -227.5% | +24.8% |
| All | +44.0% | +89.4% | -45.4% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling