-7.2%
MTZ vs EFV
+19.3%
-26.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.0% |
| 7D | +16.5% | +0.7% | +15.7% | +15.7% |
| 30D | -10.2% | +2.0% | -12.2% | -12.2% |
| 3M | -34.2% | -1.6% | -32.5% | -33.1% |
| 6M | -56.0% | +5.8% | -61.7% | -58.4% |
| YTD | -14.8% | +15.6% | -30.5% | -29.1% |
| 1Y | -7.2% | +19.0% | -26.2% | -25.1% |
| All | -7.2% | +19.3% | -26.5% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling