-10.0%
MTZ vs ED
+25.7%
-35.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -3.8% |
| 7D | -8.7% | +2.1% | -10.8% | -7.0% |
| 30D | -15.0% | +12.4% | -27.4% | -8.6% |
| 3M | -32.6% | +13.1% | -45.7% | -27.2% |
| 6M | -56.3% | +14.1% | -70.4% | -52.9% |
| YTD | -16.8% | +23.1% | -39.9% | -4.6% |
| 1Y | -10.0% | +25.4% | -35.5% | +5.7% |
| All | -10.0% | +25.7% | -35.7% | +5.7% |
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