+406.0%
MTZ vs EQH
+226.5%
+179.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.8% |
| 7D | +3.6% | +5.4% | -1.9% | +0.2% |
| 30D | -9.6% | +1.0% | -10.7% | -10.6% |
| 3M | -31.9% | +26.7% | -58.7% | -41.3% |
| 6M | -13.8% | +34.4% | -48.2% | -29.2% |
| YTD | +13.3% | +11.5% | +1.8% | +3.0% |
| 1Y | +39.3% | +0.4% | +38.9% | +34.1% |
| 3Y | +168.3% | +96.5% | +71.8% | +69.8% |
| 5Y | +166.4% | +93.4% | +73.0% | +64.0% |
| All | +406.0% | +226.5% | +179.5% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling