+135.9%
XLU vs MTZ
+773.6%
-637.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.7% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | -3.3% | -14.5% | +11.2% | -1.7% |
| 3M | -3.2% | -32.9% | +29.8% | +0.4% |
| 6M | -7.0% | -20.8% | +13.9% | -5.6% |
| YTD | +0.6% | +10.6% | -10.0% | -1.9% |
| 1Y | +2.4% | +27.1% | -24.6% | -1.9% |
| 3Y | +46.3% | +166.1% | -119.9% | +26.4% |
| 5Y | +44.0% | +170.7% | -126.7% | +21.9% |
| All | +135.9% | +773.6% | -637.7% | +78.5% |
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 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