+2,067.4%
MTZ vs ED
+2,522.9%
-455.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.4% |
| 7D | -10.6% | +5.2% | -15.8% | -11.9% |
| 30D | -30.4% | +15.5% | -45.9% | -33.2% |
| 3M | -40.4% | +13.0% | -53.4% | -42.5% |
| 6M | -63.7% | +13.1% | -76.8% | -65.1% |
| YTD | -26.9% | +25.3% | -52.2% | -31.9% |
| 1Y | -20.2% | +30.5% | -50.7% | -26.6% |
| 3Y | +208.1% | +49.3% | +158.8% | +165.8% |
| 5Y | +69.4% | +84.6% | -15.2% | +35.5% |
| 10Y | +440.6% | +135.4% | +305.2% | +277.5% |
| All | +2,067.4% | +2,522.9% | -455.5% | +478.7% |
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 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