+398.0%
MTZ vs EFX
+80.5%
+317.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +5.0% | -0.8% | +5.8% | +5.2% |
| 30D | -6.0% | +25.1% | -31.1% | -13.5% |
| 3M | -36.1% | +1.7% | -37.8% | -37.4% |
| 6M | -56.9% | +18.4% | -75.2% | -60.9% |
| YTD | -15.9% | -12.5% | -3.4% | -15.6% |
| 1Y | -3.8% | -8.1% | +4.2% | -5.6% |
| 3Y | +272.3% | +4.8% | +267.5% | +231.9% |
| 5Y | +91.1% | -30.1% | +121.2% | +97.1% |
| All | +398.0% | +80.5% | +317.6% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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