+3,134.4%
MTZ vs ED
+2,217.3%
+917.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.5% | +2.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -11.1% | -0.1% | -10.9% | -11.1% |
| 3M | -36.7% | +3.9% | -40.6% | -37.6% |
| 6M | -21.9% | -3.0% | -18.9% | -21.7% |
| YTD | +9.1% | +10.7% | -1.6% | +5.5% |
| 1Y | +30.0% | +13.3% | +16.6% | +24.3% |
| 3Y | +138.5% | +34.5% | +104.0% | +111.7% |
| 5Y | +158.3% | +67.1% | +91.2% | +112.4% |
| 10Y | +700.8% | +103.0% | +597.7% | +485.0% |
| All | +3,134.4% | +2,217.3% | +917.1% | +795.5% |
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