+9.1%
XLV vs MTZ
-19.3%
+28.4%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.1% |
| 7D | -3.6% | +1.4% | -4.9% | -3.5% |
| 30D | -1.8% | -14.5% | +12.6% | -2.2% |
| 3M | +7.8% | -32.9% | +40.7% | +6.7% |
| 6M | +9.1% | -20.8% | +30.0% | +3.8% |
| All | +9.1% | -19.3% | +28.4% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling