+442.2%
MTZ vs ECL
+196.4%
+245.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | -8.7% | +0.4% | -9.2% | -9.3% |
| 30D | -15.0% | +8.6% | -23.5% | -19.8% |
| 3M | -32.6% | +7.9% | -40.5% | -36.4% |
| 6M | -56.3% | +21.0% | -77.4% | -62.3% |
| YTD | -16.8% | +17.5% | -34.3% | -27.1% |
| 1Y | -10.0% | +19.7% | -29.7% | -22.3% |
| 3Y | +267.1% | +77.4% | +189.7% | +134.7% |
| 5Y | +89.9% | +38.7% | +51.2% | +41.9% |
| 10Y | +442.2% | +193.5% | +248.7% | +124.0% |
| All | +442.2% | +196.4% | +245.8% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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