+3,134.4%
MTZ vs EFX
+6,408.3%
-3,273.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.5% | +4.4% |
| 7D | -1.6% | -8.6% | +7.1% | +1.5% |
| 30D | -11.1% | +0.1% | -11.2% | -11.6% |
| 3M | -36.7% | +3.8% | -40.5% | -39.0% |
| 6M | -21.9% | -13.5% | -8.4% | -20.5% |
| YTD | +9.1% | -17.7% | +26.8% | +12.1% |
| 1Y | +30.0% | -25.6% | +55.5% | +37.8% |
| 3Y | +138.5% | -12.1% | +150.5% | +132.9% |
| 5Y | +158.3% | -33.8% | +192.2% | +174.6% |
| 10Y | +700.8% | +45.1% | +655.6% | +507.8% |
| All | +3,134.4% | +6,408.3% | -3,273.8% | +1,042.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling