+149.4%
EWT vs MTZ
+168.2%
-18.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +0.9% |
| 7D | -1.1% | +1.4% | -2.5% | -1.5% |
| 30D | +4.5% | -14.5% | +18.9% | +8.4% |
| 3M | +8.3% | -32.9% | +41.2% | +18.3% |
| 6M | +54.2% | -20.8% | +75.1% | +61.2% |
| YTD | +74.6% | +10.6% | +64.0% | +68.1% |
| 1Y | +84.9% | +27.1% | +57.8% | +72.0% |
| 3Y | +197.5% | +166.1% | +31.4% | +132.9% |
| All | +149.4% | +168.2% | -18.8% | +83.6% |
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 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