+753.2%
MTZ vs ET
+166.1%
+587.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.6% |
| 7D | +2.3% | +0.6% | +1.6% | +1.9% |
| 30D | -10.3% | +5.3% | -15.6% | -12.7% |
| 3M | -31.8% | +15.6% | -47.5% | -37.2% |
| 6M | -19.2% | +20.6% | -39.8% | -27.4% |
| YTD | +10.7% | +38.5% | -27.8% | -7.8% |
| 1Y | +37.5% | +35.7% | +1.8% | +15.6% |
| 3Y | +162.4% | +98.4% | +64.0% | +84.4% |
| 5Y | +166.3% | +245.3% | -79.0% | +40.5% |
| 10Y | +753.2% | +173.7% | +579.4% | +335.9% |
| All | +753.2% | +166.1% | +587.1% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling