+161.4%
MTZ vs EQH
+94.3%
+67.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -4.0% |
| 7D | 0.0% | -1.8% | +1.7% | +0.8% |
| 30D | -14.8% | +2.4% | -17.3% | -16.2% |
| 3M | -30.8% | +26.3% | -57.1% | -39.6% |
| 6M | -22.6% | +35.8% | -58.4% | -36.0% |
| YTD | +6.8% | +12.7% | -5.9% | -2.4% |
| 1Y | +22.1% | +2.5% | +19.7% | +17.5% |
| 3Y | +153.1% | +98.6% | +54.5% | +60.6% |
| 5Y | +161.4% | +101.7% | +59.7% | +52.1% |
| All | +161.4% | +94.3% | +67.1% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling