-59.8%
MTZ vs EFX
+11.4%
-71.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.2% | +11.7% | +8.4% |
| 7D | -6.4% | +2.7% | -9.1% | -5.0% |
| 30D | -22.1% | +33.1% | -55.2% | -9.0% |
| 3M | -32.7% | +8.2% | -40.8% | -30.2% |
| 6M | -59.8% | +10.2% | -70.0% | -57.3% |
| All | -59.8% | +11.4% | -71.2% | -57.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling