+40.7%
MTZ vs EFX
-31.3%
+72.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.1% | +6.9% | +2.9% |
| 7D | +3.6% | -7.8% | +11.4% | +1.4% |
| 30D | -9.6% | -5.7% | -3.9% | -10.8% |
| 3M | -31.9% | +2.5% | -34.5% | -31.1% |
| 6M | -13.8% | -16.7% | +2.9% | -12.0% |
| YTD | +13.3% | -20.2% | +33.4% | +14.9% |
| All | +40.7% | -31.3% | +72.0% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling