+444.4%
MTZ vs ED
+141.1%
+303.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +12.9% | -0.9% | +13.8% | +12.9% |
| 30D | -8.5% | +11.2% | -19.7% | -8.9% |
| 3M | -30.6% | +11.8% | -42.4% | -30.9% |
| 6M | -55.1% | +14.1% | -69.2% | -55.4% |
| YTD | -13.0% | +23.0% | -35.9% | -14.1% |
| 1Y | -4.3% | +23.7% | -27.9% | -5.6% |
| 3Y | +284.0% | +47.7% | +236.3% | +264.7% |
| 5Y | +97.7% | +82.6% | +15.0% | +82.7% |
| 10Y | +444.4% | +141.8% | +302.6% | +429.2% |
| All | +444.4% | +141.1% | +303.3% | +429.2% |
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