+420.4%
MTZ vs EL
+65.3%
+355.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.6% | -4.4% |
| 7D | -8.7% | +7.6% | -16.3% | -11.2% |
| 30D | -15.0% | +15.7% | -30.6% | -19.5% |
| 3M | -32.6% | +30.5% | -63.1% | -39.4% |
| 6M | -56.3% | +32.5% | -88.9% | -61.4% |
| YTD | -16.8% | +9.4% | -26.3% | -23.4% |
| 1Y | -10.0% | +28.4% | -38.4% | -22.5% |
| 3Y | +267.1% | +4.4% | +262.7% | +213.3% |
| 5Y | +89.9% | -64.5% | +154.4% | +169.4% |
| All | +420.4% | +65.3% | +355.1% | +234.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling