+95.0%
MTZ vs ED
+85.1%
+9.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.1% |
| 7D | +5.0% | +2.1% | +2.9% | +5.3% |
| 30D | -6.0% | +10.4% | -16.4% | -4.9% |
| 3M | -36.1% | +12.5% | -48.7% | -35.3% |
| 6M | -56.9% | +14.9% | -71.8% | -56.3% |
| YTD | -15.9% | +24.8% | -40.7% | -14.7% |
| 1Y | -3.8% | +23.8% | -27.7% | -2.4% |
| 3Y | +272.3% | +51.6% | +220.6% | +254.1% |
| All | +95.0% | +85.1% | +9.9% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling