+492.6%
MTZ vs EIX
+30.9%
+461.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.3% | +7.3% | +8.1% |
| 7D | -2.4% | +0.7% | -3.2% | -3.0% |
| 30D | -11.1% | +8.8% | -19.9% | -14.1% |
| 3M | -30.6% | -10.9% | -19.7% | -29.3% |
| 6M | -54.4% | -10.3% | -44.1% | -53.5% |
| YTD | -13.0% | +5.8% | -18.9% | -17.1% |
| 1Y | -5.7% | +11.4% | -17.0% | -12.0% |
| 3Y | +297.2% | +11.1% | +286.1% | +260.8% |
| 5Y | +95.9% | +18.5% | +77.4% | +70.8% |
| 10Y | +492.6% | +32.2% | +460.4% | +404.5% |
| All | +492.6% | +30.9% | +461.7% | +404.5% |
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