+444.4%
MTZ vs ECL
+196.0%
+248.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.2% |
| 7D | +12.9% | -2.3% | +15.1% | +14.6% |
| 30D | -8.5% | +8.3% | -16.8% | -13.6% |
| 3M | -30.6% | +8.4% | -39.1% | -34.7% |
| 6M | -55.1% | +23.3% | -78.4% | -61.7% |
| YTD | -13.0% | +18.2% | -31.2% | -24.0% |
| 1Y | -4.3% | +18.8% | -23.0% | -16.8% |
| 3Y | +284.0% | +78.5% | +205.6% | +144.6% |
| 5Y | +97.7% | +40.1% | +57.6% | +46.7% |
| 10Y | +444.4% | +196.5% | +247.9% | +122.0% |
| All | +444.4% | +196.0% | +248.4% | +122.0% |
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