+492.6%
MTZ vs ED
+132.0%
+360.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +8.6% |
| 7D | -2.4% | -0.1% | -2.4% | -2.5% |
| 30D | -11.1% | +11.6% | -22.7% | -11.5% |
| 3M | -30.6% | +10.5% | -41.2% | -30.9% |
| 6M | -54.4% | +13.2% | -67.6% | -54.7% |
| YTD | -13.0% | +22.1% | -35.2% | -14.1% |
| 1Y | -5.7% | +24.2% | -29.8% | -7.0% |
| 3Y | +297.2% | +46.9% | +250.3% | +277.7% |
| 5Y | +95.9% | +80.8% | +15.1% | +81.6% |
| 10Y | +492.6% | +134.3% | +358.4% | +485.3% |
| All | +492.6% | +132.0% | +360.6% | +485.3% |
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