+444.9%
MTZ vs ESI
+195.2%
+249.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | -8.7% | -6.6% | -2.1% | -5.2% |
| 30D | -15.0% | -9.8% | -5.1% | -10.3% |
| 3M | -32.6% | -11.9% | -20.7% | -28.2% |
| 6M | -56.3% | -25.1% | -31.3% | -49.8% |
| YTD | -16.8% | +31.9% | -48.7% | -28.3% |
| 1Y | -10.0% | +19.2% | -29.2% | -18.7% |
| 3Y | +267.1% | +76.2% | +191.0% | +172.3% |
| 5Y | +89.9% | +39.4% | +50.5% | +54.6% |
| 10Y | +442.2% | +304.9% | +137.4% | +172.3% |
| All | +444.9% | +195.2% | +249.6% | +253.2% |
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