+156.5%
MTZ vs EFX
-10.5%
+167.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.5% | +3.2% |
| 7D | -1.6% | -8.6% | +7.1% | -0.1% |
| 30D | -11.1% | +0.1% | -11.2% | -11.4% |
| 3M | -36.7% | +3.8% | -40.5% | -38.1% |
| 6M | -21.9% | -13.5% | -8.4% | -19.3% |
| YTD | +9.1% | -17.7% | +26.8% | +14.0% |
| 1Y | +30.0% | -25.6% | +55.5% | +40.5% |
| All | +156.5% | -10.5% | +167.0% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling