+271.2%
EW vs MTZ
+420.7%
-149.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.5% |
| 7D | +4.9% | +5.0% | -0.1% | +4.0% |
| 30D | +23.9% | -6.0% | +30.0% | +24.4% |
| 3M | +15.8% | -36.1% | +51.9% | +24.0% |
| 6M | +31.7% | -56.9% | +88.5% | +49.6% |
| YTD | +25.7% | -15.9% | +41.6% | +24.1% |
| 1Y | +24.4% | -3.8% | +28.3% | +19.4% |
| 3Y | +65.9% | +272.3% | -206.4% | +14.4% |
| 5Y | -7.6% | +91.1% | -98.7% | -29.0% |
| All | +271.2% | +420.7% | -149.5% | +112.0% |
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