+124.0%
EW vs MTZ
+743.7%
-619.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.3% |
| 7D | -3.4% | 0.0% | -3.3% | -3.4% |
| 30D | -7.4% | -14.8% | +7.5% | -4.9% |
| 3M | +0.9% | -30.8% | +31.7% | +6.2% |
| 6M | +1.2% | -22.6% | +23.8% | +3.4% |
| YTD | +1.8% | +6.8% | -5.0% | -2.8% |
| 1Y | +10.8% | +22.1% | -11.3% | +2.5% |
| 3Y | +17.1% | +153.1% | -136.0% | -10.9% |
| 5Y | -28.2% | +161.4% | -189.7% | -47.6% |
| All | +124.0% | +743.7% | -619.8% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling