+442.2%
MTZ vs EFV
+159.5%
+282.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -3.9% |
| 7D | -8.7% | +2.1% | -10.9% | -11.7% |
| 30D | -15.0% | +3.1% | -18.0% | -18.7% |
| 3M | -32.6% | -1.3% | -31.3% | -32.2% |
| 6M | -56.3% | +6.0% | -62.4% | -59.7% |
| YTD | -16.8% | +15.8% | -32.6% | -31.3% |
| 1Y | -10.0% | +21.1% | -31.1% | -29.7% |
| 3Y | +267.1% | +91.0% | +176.1% | +62.9% |
| 5Y | +89.9% | +94.3% | -4.4% | -18.5% |
| 10Y | +442.2% | +160.4% | +281.8% | +70.0% |
| All | +442.2% | +159.5% | +282.7% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling