-11.5%
MTZ vs ES
+1.8%
-13.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.9% | +12.4% | +9.4% |
| 7D | -6.4% | +1.9% | -8.3% | -6.6% |
| 30D | -22.1% | +7.1% | -29.1% | -22.5% |
| 3M | -32.7% | -1.9% | -30.7% | -32.5% |
| 6M | -59.8% | +4.4% | -64.2% | -59.8% |
| YTD | -19.9% | +7.3% | -27.2% | -19.4% |
| 1Y | -11.5% | +2.1% | -13.6% | -10.6% |
| All | -11.5% | +1.8% | -13.3% | -10.6% |
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