+69.4%
MTZ vs ES
+5.0%
+64.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.2% | -5.6% |
| 7D | -10.6% | +5.9% | -16.5% | -11.7% |
| 30D | -30.4% | +10.2% | -40.6% | -31.9% |
| 3M | -40.4% | +0.4% | -40.8% | -40.5% |
| 6M | -63.7% | +6.9% | -70.5% | -64.3% |
| YTD | -26.9% | +10.5% | -37.4% | -28.8% |
| 1Y | -20.2% | +3.2% | -23.4% | -21.3% |
| 3Y | +208.1% | +49.0% | +159.1% | +164.9% |
| 5Y | +69.4% | +4.5% | +64.9% | +69.3% |
| All | +69.4% | +5.0% | +64.4% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling