+157.9%
MTZ vs EFX
-33.8%
+191.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.5% | +3.9% |
| 7D | -1.6% | -8.6% | +7.1% | +0.8% |
| 30D | -11.1% | +0.1% | -11.2% | -11.5% |
| 3M | -36.7% | +3.8% | -40.5% | -38.7% |
| 6M | -21.9% | -13.5% | -8.4% | -19.7% |
| YTD | +9.1% | -17.7% | +26.8% | +13.4% |
| 1Y | +30.0% | -25.6% | +55.5% | +39.9% |
| 3Y | +138.5% | -12.1% | +150.5% | +127.6% |
| All | +157.9% | -33.8% | +191.7% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling