+157.9%
MTZ vs EL
-67.1%
+225.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.4% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | -11.1% | +19.8% | -30.9% | -15.4% |
| 3M | -36.7% | +25.7% | -62.4% | -40.7% |
| 6M | -21.9% | +5.4% | -27.4% | -24.0% |
| YTD | +9.1% | +0.2% | +8.9% | +5.8% |
| 1Y | +30.0% | +20.4% | +9.5% | +18.4% |
| 3Y | +138.5% | -32.1% | +170.6% | +152.6% |
| All | +157.9% | -67.1% | +225.0% | +250.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling