-6.0%
MTZ vs ED
+24.7%
-30.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +8.5% |
| 7D | -2.4% | -0.1% | -2.4% | -1.9% |
| 30D | -11.1% | +11.6% | -22.7% | -5.0% |
| 3M | -30.6% | +10.5% | -41.2% | -26.1% |
| 6M | -54.4% | +13.2% | -67.6% | -51.1% |
| YTD | -13.0% | +22.1% | -35.2% | -0.8% |
| All | -6.0% | +24.7% | -30.7% | +9.8% |
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