+3,134.4%
MTZ vs ECL
+13,009.7%
-9,875.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -1.6% | -2.6% | +1.0% | 0.0% |
| 30D | -11.1% | -2.2% | -8.9% | -10.2% |
| 3M | -36.7% | +10.1% | -46.8% | -41.0% |
| 6M | -21.9% | -5.7% | -16.2% | -20.3% |
| YTD | +9.1% | +7.0% | +2.2% | +3.0% |
| 1Y | +30.0% | +2.7% | +27.3% | +25.1% |
| 3Y | +138.5% | +57.7% | +80.7% | +75.6% |
| 5Y | +158.3% | +31.1% | +127.2% | +106.5% |
| 10Y | +700.8% | +150.9% | +549.9% | +343.0% |
| All | +3,134.4% | +13,009.7% | -9,875.3% | +382.5% |
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