+3,421.1%
MTZ vs EL
+1,792.3%
+1,628.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.2% | +7.3% | +8.7% |
| 7D | -6.4% | +0.8% | -7.2% | -7.2% |
| 30D | -22.1% | +16.5% | -38.6% | -27.0% |
| 3M | -32.7% | +29.2% | -61.9% | -40.1% |
| 6M | -59.8% | +27.9% | -87.7% | -64.5% |
| YTD | -19.9% | +6.2% | -26.1% | -26.4% |
| 1Y | -11.5% | +27.2% | -38.6% | -24.4% |
| 3Y | +258.1% | +3.2% | +254.9% | +203.7% |
| 5Y | +85.5% | -66.0% | +151.5% | +143.9% |
| 10Y | +492.2% | +58.3% | +433.8% | +303.5% |
| All | +3,421.1% | +1,792.3% | +1,628.8% | +805.1% |
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