+501.4%
MTZ vs EIX
+29.5%
+471.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.5% | +12.0% | +10.4% |
| 7D | -6.4% | +1.0% | -7.4% | -7.0% |
| 30D | -22.1% | +9.1% | -31.2% | -24.8% |
| 3M | -32.7% | -10.2% | -22.4% | -31.7% |
| 6M | -59.8% | -11.2% | -48.6% | -58.9% |
| YTD | -19.9% | +4.5% | -24.4% | -23.3% |
| 1Y | -11.5% | +10.9% | -22.3% | -17.2% |
| 3Y | +258.1% | +8.4% | +249.7% | +228.6% |
| 5Y | +85.5% | +18.0% | +67.6% | +62.2% |
| All | +501.4% | +29.5% | +471.9% | +425.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling