+267.1%
MTZ vs ECL
+79.5%
+187.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -8.7% | +0.4% | -9.2% | -8.9% |
| 30D | -15.0% | +8.6% | -23.5% | -17.2% |
| 3M | -32.6% | +7.9% | -40.5% | -34.3% |
| 6M | -56.3% | +21.0% | -77.4% | -59.7% |
| YTD | -16.8% | +17.5% | -34.3% | -22.4% |
| 1Y | -10.0% | +19.7% | -29.7% | -17.0% |
| 3Y | +267.1% | +77.4% | +189.7% | +167.7% |
| All | +267.1% | +79.5% | +187.7% | +167.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling