-4.3%
MTZ vs EL
+25.2%
-29.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.6% |
| 7D | +12.9% | +0.3% | +12.6% | +12.8% |
| 30D | -8.5% | +12.3% | -20.8% | -8.1% |
| 3M | -30.6% | +28.4% | -59.0% | -30.0% |
| 6M | -55.1% | +36.7% | -91.8% | -54.6% |
| YTD | -13.0% | +8.4% | -21.4% | -16.1% |
| 1Y | -4.3% | +25.4% | -29.7% | -13.2% |
| All | -4.3% | +25.2% | -29.5% | -13.2% |
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