+85.5%
ETN vs MTZ
+160.5%
-75.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.4% | +2.5% |
| 7D | +3.5% | +1.4% | +2.2% | +3.0% |
| 30D | -7.5% | -14.5% | +7.0% | -1.6% |
| 3M | +8.3% | -32.9% | +41.3% | +24.6% |
| 6M | +20.2% | -20.8% | +41.0% | +28.4% |
| YTD | +34.7% | +10.6% | +24.1% | +24.0% |
| 1Y | +19.4% | +27.1% | -7.6% | +3.4% |
| 3Y | +85.5% | +166.1% | -80.6% | +35.6% |
| All | +85.5% | +160.5% | -75.0% | +35.6% |
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 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