+2,274.1%
MTZ vs EFX
+6,869.2%
-4,595.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.2% | +11.7% | +10.3% |
| 7D | -6.4% | +2.7% | -9.1% | -7.6% |
| 30D | -22.1% | +33.1% | -55.2% | -30.4% |
| 3M | -32.7% | +8.2% | -40.8% | -35.7% |
| 6M | -59.8% | +10.2% | -70.0% | -62.8% |
| YTD | -19.9% | -11.8% | -8.1% | -20.7% |
| 1Y | -11.5% | -6.1% | -5.4% | -14.6% |
| 3Y | +258.1% | +7.5% | +250.6% | +219.7% |
| 5Y | +85.5% | -30.7% | +116.2% | +92.0% |
| 10Y | +492.2% | +68.7% | +423.5% | +319.9% |
| All | +2,274.1% | +6,869.2% | -4,595.1% | +707.7% |
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