+398.0%
MTZ vs ES
+98.2%
+299.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +5.0% | +2.7% | +2.3% | +4.4% |
| 30D | -6.0% | +7.6% | -13.6% | -7.9% |
| 3M | -36.1% | +0.5% | -36.6% | -36.4% |
| 6M | -56.9% | +7.6% | -64.5% | -57.8% |
| YTD | -15.9% | +10.2% | -26.1% | -18.4% |
| 1Y | -3.8% | +1.8% | -5.7% | -5.1% |
| 3Y | +272.3% | +55.4% | +216.9% | +221.5% |
| 5Y | +91.1% | +7.3% | +83.8% | +82.0% |
| All | +398.0% | +98.2% | +299.8% | +414.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling