+444.4%
MTZ vs ES
+92.3%
+352.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.3% |
| 7D | +12.9% | +0.1% | +12.8% | +12.7% |
| 30D | -8.5% | +6.7% | -15.3% | -10.2% |
| 3M | -30.6% | +0.3% | -31.0% | -30.9% |
| 6M | -55.1% | +7.4% | -62.5% | -56.1% |
| YTD | -13.0% | +8.4% | -21.4% | -15.2% |
| 1Y | -4.3% | +0.6% | -4.9% | -5.3% |
| 3Y | +284.0% | +50.6% | +233.4% | +234.4% |
| 5Y | +97.7% | +4.8% | +92.8% | +89.4% |
| 10Y | +444.4% | +93.1% | +351.3% | +472.7% |
| All | +444.4% | +92.3% | +352.1% | +472.7% |
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