+95.0%
MTZ vs EIX
+18.4%
+76.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +5.0% | +1.4% | +3.6% | +4.6% |
| 30D | -6.0% | +8.5% | -14.6% | -8.6% |
| 3M | -36.1% | -13.5% | -22.7% | -34.4% |
| 6M | -56.9% | -12.4% | -44.5% | -55.7% |
| YTD | -15.9% | +5.9% | -21.8% | -19.2% |
| 1Y | -3.8% | +7.6% | -11.4% | -8.2% |
| 3Y | +272.3% | +12.8% | +259.5% | +236.2% |
| All | +95.0% | +18.4% | +76.6% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling