+398.0%
MTZ vs ED
+147.1%
+250.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.3% |
| 7D | +5.0% | +2.1% | +2.9% | +4.9% |
| 30D | -6.0% | +10.4% | -16.4% | -6.4% |
| 3M | -36.1% | +12.5% | -48.7% | -36.4% |
| 6M | -56.9% | +14.9% | -71.8% | -57.2% |
| YTD | -15.9% | +24.8% | -40.7% | -17.1% |
| 1Y | -3.8% | +23.8% | -27.7% | -5.1% |
| 3Y | +272.3% | +51.6% | +220.6% | +252.7% |
| 5Y | +91.1% | +86.4% | +4.6% | +76.4% |
| All | +398.0% | +147.1% | +250.9% | +380.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling