+37.5%
MTZ vs EFV
+27.3%
+10.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.1% |
| 7D | +2.3% | -0.5% | +2.8% | +2.8% |
| 30D | -10.3% | 0.0% | -10.3% | -10.5% |
| 3M | -31.8% | +8.4% | -40.3% | -37.6% |
| 6M | -19.2% | +12.3% | -31.5% | -28.9% |
| YTD | +10.7% | +17.4% | -6.7% | -10.6% |
| 1Y | +37.5% | +27.1% | +10.4% | -1.1% |
| All | +37.5% | +27.3% | +10.3% | -1.1% |
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