+492.6%
MTZ vs ECL
+205.6%
+287.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +7.3% |
| 7D | -2.4% | -0.5% | -1.9% | -2.5% |
| 30D | -11.1% | +8.8% | -19.9% | -16.3% |
| 3M | -30.6% | +7.8% | -38.5% | -34.5% |
| 6M | -54.4% | +21.3% | -75.7% | -60.7% |
| YTD | -13.0% | +17.8% | -30.8% | -23.9% |
| 1Y | -5.7% | +21.1% | -26.7% | -19.2% |
| 3Y | +297.2% | +80.1% | +217.1% | +151.2% |
| 5Y | +95.9% | +40.5% | +55.4% | +44.9% |
| 10Y | +492.6% | +197.7% | +294.9% | +138.9% |
| All | +492.6% | +205.6% | +287.0% | +138.9% |
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