+285.3%
MTZ vs EIX
+10.1%
+275.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +12.9% | -2.5% | +15.4% | +13.5% |
| 30D | -8.5% | +7.7% | -16.2% | -10.5% |
| 3M | -30.6% | -12.9% | -17.8% | -29.1% |
| 6M | -55.1% | -12.7% | -42.4% | -53.8% |
| YTD | -13.0% | +5.5% | -18.4% | -15.3% |
| 1Y | -4.3% | +9.4% | -13.6% | -8.0% |
| All | +285.3% | +10.1% | +275.2% | +252.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling