+492.6%
MTZ vs EFX
+63.8%
+428.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +8.8% |
| 7D | -2.4% | -2.2% | -0.3% | -2.0% |
| 30D | -11.1% | +29.2% | -40.3% | -19.0% |
| 3M | -30.6% | +3.5% | -34.1% | -32.4% |
| 6M | -54.4% | +7.8% | -62.2% | -57.1% |
| YTD | -13.0% | -12.4% | -0.6% | -12.8% |
| 1Y | -5.7% | -8.2% | +2.6% | -7.4% |
| 3Y | +297.2% | +4.7% | +292.5% | +255.0% |
| 5Y | +95.9% | -32.0% | +127.9% | +104.2% |
| 10Y | +492.6% | +69.1% | +423.6% | +318.6% |
| All | +492.6% | +63.8% | +428.8% | +318.6% |
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