+2,274.1%
MTZ vs ED
+2,460.7%
-186.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.4% | +11.9% | +10.1% |
| 7D | -6.4% | +1.6% | -8.1% | -7.0% |
| 30D | -22.1% | +13.3% | -35.4% | -24.9% |
| 3M | -32.7% | +9.7% | -42.4% | -34.6% |
| 6M | -59.8% | +12.8% | -72.6% | -61.4% |
| YTD | -19.9% | +22.3% | -42.2% | -24.9% |
| 1Y | -11.5% | +26.3% | -37.8% | -17.9% |
| 3Y | +258.1% | +45.0% | +213.1% | +211.2% |
| 5Y | +85.5% | +80.2% | +5.3% | +49.3% |
| 10Y | +492.2% | +129.9% | +362.3% | +315.8% |
| All | +2,274.1% | +2,460.7% | -186.6% | +537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling