-14.3%
MTZ vs EL
+25.6%
-39.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.3% | -21.7% | -15.0% |
| 7D | -7.4% | +2.5% | -9.9% | -7.0% |
| 30D | -23.6% | +20.1% | -43.7% | -23.2% |
| 3M | -38.3% | +29.3% | -67.6% | -37.8% |
| 6M | -60.6% | +38.8% | -99.4% | -60.1% |
| YTD | -22.9% | +8.1% | -31.0% | -25.3% |
| 1Y | -14.3% | +22.3% | -36.6% | -20.2% |
| All | -14.3% | +25.6% | -39.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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