+714.5%
MTZ vs EIX
+17.2%
+697.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | -1.6% | -19.1% | +17.5% | +4.5% |
| 30D | -11.1% | -16.9% | +5.8% | -6.7% |
| 3M | -36.7% | -20.0% | -16.7% | -32.5% |
| 6M | -21.9% | -21.3% | -0.6% | -16.2% |
| YTD | +9.1% | -1.7% | +10.8% | +7.3% |
| 1Y | +30.0% | +9.6% | +20.4% | +22.2% |
| 3Y | +138.5% | -3.7% | +142.1% | +129.6% |
| 5Y | +158.3% | +22.6% | +135.7% | +122.5% |
| All | +714.5% | +17.2% | +697.3% | +602.0% |
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