+3,134.4%
MTZ vs EIX
+1,083.9%
+2,050.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | -1.6% | -19.1% | +17.5% | +2.7% |
| 30D | -11.1% | -16.9% | +5.8% | -7.9% |
| 3M | -36.7% | -20.0% | -16.7% | -33.7% |
| 6M | -21.9% | -21.3% | -0.6% | -17.9% |
| YTD | +9.1% | -1.7% | +10.8% | +8.2% |
| 1Y | +30.0% | +9.6% | +20.4% | +25.1% |
| 3Y | +138.5% | -3.7% | +142.1% | +134.1% |
| 5Y | +158.3% | +22.6% | +135.7% | +137.3% |
| 10Y | +700.8% | +17.7% | +683.1% | +627.0% |
| All | +3,134.4% | +1,083.9% | +2,050.5% | +1,730.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling