+74.8%
MTZ vs EFV
+87.6%
-12.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.4% | +10.9% | +11.0% |
| 7D | -6.4% | -0.7% | -5.8% | -6.5% |
| 30D | -22.1% | +0.9% | -22.9% | -23.5% |
| 3M | -32.7% | -3.6% | -29.1% | -30.7% |
| 6M | -59.8% | +2.5% | -62.3% | -61.2% |
| YTD | -19.9% | +13.2% | -33.1% | -31.0% |
| 1Y | -11.5% | +20.3% | -31.8% | -28.7% |
| 3Y | +258.1% | +84.9% | +173.2% | +80.2% |
| All | +74.8% | +87.6% | -12.8% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling