+508.9%
XLP vs MTZ
+1,476.9%
-967.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -1.0% | -1.6% | +0.6% | -0.9% |
| 30D | -0.9% | -11.1% | +10.2% | -0.3% |
| 3M | +3.8% | -36.7% | +40.5% | +6.0% |
| 6M | -1.7% | -21.9% | +20.2% | -1.0% |
| YTD | +10.3% | +9.1% | +1.1% | +8.8% |
| 1Y | +7.8% | +30.0% | -22.2% | +5.1% |
| 3Y | +27.2% | +138.5% | -111.3% | +17.9% |
| 5Y | +32.5% | +158.3% | -125.8% | +21.2% |
| 10Y | +101.8% | +700.8% | -599.0% | +69.3% |
| All | +508.9% | +1,476.9% | -967.9% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling