-14.3%
MTZ vs EIX
+18.9%
-33.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.1% | -18.5% | -15.9% |
| 7D | -7.4% | +4.5% | -11.9% | -8.2% |
| 30D | -23.6% | +15.2% | -38.8% | -25.9% |
| 3M | -38.3% | -11.6% | -26.7% | -37.3% |
| 6M | -60.6% | -8.4% | -52.2% | -59.1% |
| YTD | -22.9% | +8.2% | -31.1% | -17.5% |
| 1Y | -14.3% | +16.6% | -30.9% | -9.3% |
| All | -14.3% | +18.9% | -33.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling