-14.3%
MTZ vs ED
+27.1%
-41.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.0% | -18.4% | -13.4% |
| 7D | -7.4% | +5.4% | -12.8% | -4.1% |
| 30D | -23.6% | +16.4% | -40.0% | -16.6% |
| 3M | -38.3% | +11.9% | -50.2% | -33.8% |
| 6M | -60.6% | +11.6% | -72.2% | -57.9% |
| YTD | -22.9% | +24.1% | -47.0% | -11.7% |
| 1Y | -14.3% | +26.9% | -41.1% | +0.4% |
| All | -14.3% | +27.1% | -41.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling