+502.2%
MTZ vs EQX
+238.5%
+263.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.0% |
| 7D | +3.6% | +3.8% | -0.2% | +2.9% |
| 30D | -9.6% | +9.4% | -19.0% | -11.2% |
| 3M | -31.9% | +16.8% | -48.8% | -33.9% |
| 6M | -13.8% | -23.7% | +9.9% | -11.3% |
| YTD | +13.3% | -9.6% | +22.9% | +12.8% |
| 1Y | +39.3% | +29.1% | +10.2% | +31.1% |
| 3Y | +168.3% | +175.3% | -7.0% | +118.1% |
| 5Y | +166.4% | +77.3% | +89.1% | +114.8% |
| All | +502.2% | +238.5% | +263.7% | +442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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