+97.7%
MTZ vs ECL
+39.3%
+58.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.4% |
| 7D | +12.9% | -2.3% | +15.1% | +14.0% |
| 30D | -8.5% | +8.3% | -16.8% | -12.0% |
| 3M | -30.6% | +8.4% | -39.1% | -33.5% |
| 6M | -55.1% | +23.3% | -78.4% | -60.0% |
| YTD | -13.0% | +18.2% | -31.2% | -21.0% |
| 1Y | -4.3% | +18.8% | -23.0% | -13.4% |
| 3Y | +284.0% | +78.5% | +205.6% | +173.5% |
| 5Y | +97.7% | +40.1% | +57.6% | +53.1% |
| All | +97.7% | +39.3% | +58.4% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling