+586.2%
EWT vs MTZ
+607.1%
-20.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.2% |
| 7D | -1.1% | +1.4% | -2.5% | -1.4% |
| 30D | +4.5% | -14.5% | +18.9% | +7.1% |
| 3M | +8.3% | -32.9% | +41.2% | +15.0% |
| 6M | +54.2% | -20.8% | +75.1% | +59.0% |
| YTD | +74.6% | +10.6% | +64.0% | +70.0% |
| 1Y | +84.9% | +27.1% | +57.8% | +75.7% |
| 3Y | +197.5% | +166.1% | +31.4% | +145.1% |
| 5Y | +150.6% | +170.7% | -20.1% | +101.8% |
| 10Y | +516.1% | +752.2% | -236.2% | +288.5% |
| All | +586.2% | +607.1% | -20.9% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling