+258.1%
MTZ vs ED
+44.5%
+213.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.4% | +11.9% | +8.4% |
| 7D | -6.4% | +1.6% | -8.1% | -5.4% |
| 30D | -22.1% | +13.3% | -35.4% | -17.3% |
| 3M | -32.7% | +9.7% | -42.4% | -29.5% |
| 6M | -59.8% | +12.8% | -72.6% | -57.4% |
| YTD | -19.9% | +22.3% | -42.2% | -12.0% |
| 1Y | -11.5% | +26.3% | -37.8% | -1.3% |
| 3Y | +258.1% | +45.0% | +213.1% | +291.7% |
| All | +258.1% | +44.5% | +213.5% | +291.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling