+3,134.4%
MTZ vs ES
+1,243.3%
+1,891.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -11.1% | -2.0% | -9.1% | -10.6% |
| 3M | -36.7% | +1.7% | -38.4% | -37.1% |
| 6M | -21.9% | -3.5% | -18.4% | -21.3% |
| YTD | +9.1% | +7.9% | +1.2% | +6.2% |
| 1Y | +30.0% | +17.2% | +12.8% | +22.7% |
| 3Y | +138.5% | +29.3% | +109.1% | +114.2% |
| 5Y | +158.3% | -5.7% | +164.1% | +153.6% |
| 10Y | +700.8% | +85.2% | +615.6% | +515.5% |
| All | +3,134.4% | +1,243.3% | +1,891.1% | +1,676.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling