+2,274.1%
MTZ vs ECL
+14,051.7%
-11,777.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +10.5% |
| 7D | -6.4% | -0.8% | -5.7% | -6.4% |
| 30D | -22.1% | +8.1% | -30.2% | -26.0% |
| 3M | -32.7% | +6.4% | -39.0% | -35.7% |
| 6M | -59.8% | +14.8% | -74.6% | -63.7% |
| YTD | -19.9% | +15.5% | -35.4% | -28.2% |
| 1Y | -11.5% | +20.1% | -31.6% | -22.6% |
| 3Y | +258.1% | +77.8% | +180.3% | +143.8% |
| 5Y | +85.5% | +37.9% | +47.7% | +43.4% |
| 10Y | +492.2% | +202.7% | +289.5% | +192.1% |
| All | +2,274.1% | +14,051.7% | -11,777.6% | +236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling