+33.6%
XLY vs MTZ
+160.5%
-126.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.3% |
| 7D | -1.7% | +1.4% | -3.1% | -2.0% |
| 30D | -4.2% | -14.5% | +10.3% | -1.8% |
| 3M | -2.7% | -32.9% | +30.3% | +2.8% |
| 6M | -0.6% | -20.8% | +20.2% | +0.7% |
| YTD | -5.0% | +10.6% | -15.6% | -11.1% |
| 1Y | -4.1% | +27.1% | -31.2% | -13.5% |
| 3Y | +33.6% | +166.1% | -132.5% | +4.9% |
| All | +33.6% | +160.5% | -126.9% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling