-8.8%
EQT vs MTZ
-19.7%
+10.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.6% | -3.4% |
| 7D | -7.2% | -10.6% | +3.4% | -6.7% |
| 30D | -3.5% | -30.4% | +26.9% | -2.5% |
| 3M | -1.2% | -40.4% | +39.2% | +0.1% |
| 6M | -13.3% | -63.7% | +50.4% | -9.6% |
| YTD | -4.7% | -26.9% | +22.2% | -11.6% |
| 1Y | -8.8% | -20.2% | +11.4% | -19.3% |
| All | -8.8% | -19.7% | +10.9% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling