+420.4%
MTZ vs EQIX
+284.9%
+135.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -8.7% | +3.5% | -12.2% | -10.1% |
| 30D | -15.0% | +2.3% | -17.3% | -16.0% |
| 3M | -32.6% | +1.1% | -33.7% | -33.0% |
| 6M | -56.3% | -1.1% | -55.2% | -56.1% |
| YTD | -16.8% | +39.1% | -55.9% | -27.0% |
| 1Y | -10.0% | +29.5% | -39.5% | -18.8% |
| 3Y | +267.1% | +45.8% | +221.3% | +217.9% |
| 5Y | +89.9% | +48.4% | +41.4% | +59.3% |
| All | +420.4% | +284.9% | +135.5% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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