+2,067.4%
MTZ vs ECL
+14,294.1%
-12,226.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -3.5% |
| 7D | -10.6% | +1.7% | -12.3% | -11.8% |
| 30D | -30.4% | +8.9% | -39.3% | -34.1% |
| 3M | -40.4% | +7.4% | -47.8% | -43.3% |
| 6M | -63.7% | +19.3% | -83.0% | -67.9% |
| YTD | -26.9% | +17.4% | -44.3% | -35.0% |
| 1Y | -20.2% | +19.4% | -39.6% | -29.9% |
| 3Y | +208.1% | +80.5% | +127.7% | +108.2% |
| 5Y | +69.4% | +40.2% | +29.1% | +29.8% |
| 10Y | +440.6% | +207.8% | +232.8% | +164.3% |
| All | +2,067.4% | +14,294.1% | -12,226.7% | +204.4% |
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