+394.2%
MTZ vs EQH
+234.7%
+159.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +2.7% |
| 7D | +1.4% | +0.7% | +0.6% | +0.9% |
| 30D | -14.5% | +2.8% | -17.3% | -16.1% |
| 3M | -32.9% | +23.1% | -56.0% | -41.2% |
| 6M | -20.8% | +41.4% | -62.2% | -36.8% |
| YTD | +10.6% | +14.3% | -3.7% | -0.8% |
| 1Y | +27.1% | +1.6% | +25.5% | +21.6% |
| 3Y | +166.1% | +102.7% | +63.4% | +65.4% |
| 5Y | +170.7% | +104.5% | +66.1% | +61.2% |
| All | +394.2% | +234.7% | +159.5% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 10y: compounded portfolio wealth divided by compounded EQH 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…
10y analysis · Full analysis span regression · 6 months rolling