+2,352.8%
MTZ vs EFV
+258.8%
+2,094.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | +1.5% | -3.1% | -3.1% |
| 30D | -11.1% | +1.7% | -12.8% | -12.7% |
| 3M | -36.7% | +8.6% | -45.3% | -41.6% |
| 6M | -21.9% | +11.7% | -33.6% | -29.9% |
| YTD | +9.1% | +19.3% | -10.2% | -8.5% |
| 1Y | +30.0% | +30.2% | -0.2% | -0.2% |
| 3Y | +138.5% | +91.6% | +46.9% | +25.0% |
| 5Y | +158.3% | +96.4% | +62.0% | +31.9% |
| 10Y | +700.8% | +166.5% | +534.3% | +221.0% |
| All | +2,352.8% | +258.8% | +2,094.0% | +628.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling