+714.5%
MTZ vs ECL
+150.0%
+564.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -1.6% | -2.6% | +1.0% | +0.1% |
| 30D | -11.1% | -2.2% | -8.9% | -10.1% |
| 3M | -36.7% | +10.1% | -46.8% | -41.5% |
| 6M | -21.9% | -5.7% | -16.2% | -20.1% |
| YTD | +9.1% | +7.0% | +2.2% | +2.1% |
| 1Y | +30.0% | +2.7% | +27.3% | +24.3% |
| 3Y | +138.5% | +57.7% | +80.7% | +65.5% |
| 5Y | +158.3% | +31.1% | +127.2% | +99.2% |
| All | +714.5% | +150.0% | +564.5% | +261.9% |
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