+44.2%
XLU vs MTZ
+168.2%
-124.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | -3.2% | -32.9% | +29.8% | +0.2% |
| 6M | -7.0% | -20.8% | +13.9% | -5.8% |
| YTD | +0.6% | +10.6% | -10.0% | -2.1% |
| 1Y | +2.4% | +27.1% | -24.6% | -2.1% |
| 3Y | +46.3% | +166.1% | -119.9% | +26.9% |
| All | +44.2% | +168.2% | -124.0% | +20.1% |
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