+258.1%
MTZ vs ECL
+78.2%
+179.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +10.0% |
| 7D | -6.4% | -0.8% | -5.7% | -6.4% |
| 30D | -22.1% | +8.1% | -30.2% | -24.1% |
| 3M | -32.7% | +6.4% | -39.0% | -34.2% |
| 6M | -59.8% | +14.8% | -74.6% | -62.2% |
| YTD | -19.9% | +15.5% | -35.4% | -25.1% |
| 1Y | -11.5% | +20.1% | -31.6% | -18.9% |
| 3Y | +258.1% | +77.8% | +180.3% | +144.2% |
| All | +258.1% | +78.2% | +179.9% | +144.2% |
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