+39.3%
MTZ vs EIX
+15.0%
+24.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.5% | -0.7% | +2.8% |
| 7D | +3.6% | +0.9% | +2.6% | +3.3% |
| 30D | -9.6% | -13.5% | +3.9% | -8.1% |
| 3M | -31.9% | -15.3% | -16.7% | -28.3% |
| 6M | -13.8% | -15.3% | +1.5% | -9.5% |
| YTD | +13.3% | +2.7% | +10.5% | +17.1% |
| 1Y | +39.3% | +17.4% | +21.8% | +37.6% |
| All | +39.3% | +15.0% | +24.3% | +37.6% |
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