+74.8%
MTZ vs ES
+1.4%
+73.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.9% | +12.4% | +10.1% |
| 7D | -6.4% | +1.9% | -8.3% | -7.0% |
| 30D | -22.1% | +7.1% | -29.1% | -23.4% |
| 3M | -32.7% | -1.9% | -30.7% | -32.6% |
| 6M | -59.8% | +4.4% | -64.2% | -60.4% |
| YTD | -19.9% | +7.3% | -27.2% | -21.6% |
| 1Y | -11.5% | +2.1% | -13.6% | -12.7% |
| 3Y | +258.1% | +41.8% | +216.2% | +210.6% |
| All | +74.8% | +1.4% | +73.4% | +69.2% |
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