+424.6%
MTZ vs ESI
+182.6%
+241.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +8.6% |
| 7D | -6.4% | -8.5% | +2.1% | -1.9% |
| 30D | -22.1% | -15.7% | -6.4% | -15.2% |
| 3M | -32.7% | -18.2% | -14.4% | -25.8% |
| 6M | -59.8% | -28.8% | -31.0% | -52.7% |
| YTD | -19.9% | +26.3% | -46.2% | -29.5% |
| 1Y | -11.5% | +18.2% | -29.7% | -19.7% |
| 3Y | +258.1% | +68.1% | +190.0% | +171.4% |
| 5Y | +85.5% | +28.8% | +56.8% | +56.2% |
| 10Y | +492.2% | +329.8% | +162.3% | +193.8% |
| All | +424.6% | +182.6% | +241.9% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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