+190.8%
EQT vs MTZ
+168.2%
+22.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.2% | -2.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.4% |
| 30D | 0.0% | -14.5% | +14.5% | +3.6% |
| 3M | +5.9% | -32.9% | +38.9% | +14.6% |
| 6M | -14.8% | -20.8% | +6.1% | -13.3% |
| YTD | +1.8% | +10.6% | -8.8% | -7.1% |
| 1Y | +7.4% | +27.1% | -19.7% | -6.9% |
| 3Y | +33.6% | +166.1% | -132.5% | -10.0% |
| All | +190.8% | +168.2% | +22.6% | +87.8% |
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 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