+3,557.4%
MTZ vs EL
+1,850.3%
+1,707.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.6% | -4.4% |
| 7D | -8.7% | +7.6% | -16.3% | -11.5% |
| 30D | -15.0% | +15.7% | -30.6% | -20.1% |
| 3M | -32.6% | +30.5% | -63.1% | -40.2% |
| 6M | -56.3% | +32.5% | -88.9% | -61.9% |
| YTD | -16.8% | +9.4% | -26.3% | -24.3% |
| 1Y | -10.0% | +28.4% | -38.4% | -23.4% |
| 3Y | +267.1% | +4.4% | +262.7% | +210.5% |
| 5Y | +89.9% | -64.5% | +154.4% | +145.6% |
| 10Y | +442.2% | +64.9% | +377.4% | +264.4% |
| All | +3,557.4% | +1,850.3% | +1,707.2% | +830.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling