-11.5%
MTZ vs EL
+22.5%
-34.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.2% | +7.3% | +9.6% |
| 7D | -6.4% | +0.8% | -7.2% | -6.2% |
| 30D | -22.1% | +16.5% | -38.6% | -21.7% |
| 3M | -32.7% | +29.2% | -61.9% | -32.2% |
| 6M | -59.8% | +27.9% | -87.7% | -59.3% |
| YTD | -19.9% | +6.2% | -26.1% | -22.7% |
| 1Y | -11.5% | +27.2% | -38.6% | -19.9% |
| All | -11.5% | +22.5% | -34.0% | -19.9% |
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