+753.2%
MTZ vs EFX
+38.5%
+714.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.6% |
| 7D | +2.3% | -9.4% | +11.6% | +5.4% |
| 30D | -10.3% | -6.9% | -3.4% | -8.7% |
| 3M | -31.8% | +0.1% | -32.0% | -33.5% |
| 6M | -19.2% | -17.3% | -1.9% | -16.1% |
| YTD | +10.7% | -21.8% | +32.6% | +16.3% |
| 1Y | +37.5% | -32.5% | +70.1% | +52.7% |
| 3Y | +162.4% | -12.3% | +174.7% | +153.0% |
| 5Y | +166.3% | -36.6% | +202.9% | +185.0% |
| 10Y | +753.2% | +41.0% | +712.1% | +550.2% |
| All | +753.2% | +38.5% | +714.6% | +550.2% |
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