+169.4%
XLV vs MTZ
+773.6%
-604.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.6% |
| 7D | -3.6% | +1.4% | -4.9% | -3.7% |
| 30D | -1.8% | -14.5% | +12.6% | -0.1% |
| 3M | +7.8% | -32.9% | +40.7% | +12.0% |
| 6M | +9.1% | -20.8% | +30.0% | +10.5% |
| YTD | +7.7% | +10.6% | -2.9% | +4.0% |
| 1Y | +20.4% | +27.1% | -6.7% | +13.7% |
| 3Y | +30.8% | +166.1% | -135.4% | +7.7% |
| 5Y | +34.6% | +170.7% | -136.0% | +7.7% |
| All | +169.4% | +773.6% | -604.2% | +69.6% |
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