-14.3%
MTZ vs ES
-1.6%
-12.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.1% | -17.5% | -15.4% |
| 7D | -7.4% | +5.3% | -12.7% | -7.6% |
| 30D | -23.6% | +8.9% | -32.5% | -24.0% |
| 3M | -38.3% | -1.9% | -36.4% | -38.0% |
| 6M | -60.6% | +3.9% | -64.5% | -60.5% |
| YTD | -22.9% | +8.3% | -31.2% | -22.3% |
| 1Y | -14.3% | -0.1% | -14.1% | -13.0% |
| All | -14.3% | -1.6% | -12.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling