+2,067.4%
MTZ vs ES
+1,275.7%
+791.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.2% | -5.8% |
| 7D | -10.6% | +5.9% | -16.5% | -12.2% |
| 30D | -30.4% | +10.2% | -40.6% | -32.6% |
| 3M | -40.4% | +0.4% | -40.8% | -40.7% |
| 6M | -63.7% | +6.9% | -70.5% | -64.6% |
| YTD | -26.9% | +10.5% | -37.4% | -29.6% |
| 1Y | -20.2% | +3.2% | -23.4% | -21.8% |
| 3Y | +208.1% | +49.0% | +159.1% | +164.4% |
| 5Y | +69.4% | +4.5% | +64.9% | +60.8% |
| 10Y | +440.6% | +92.3% | +348.3% | +309.5% |
| All | +2,067.4% | +1,275.7% | +791.6% | +1,078.0% |
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