+1,454.5%
MTZ vs ET
+1,313.9%
+140.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | +1.8% | +11.1% | +12.1% |
| 30D | -8.5% | -3.0% | -5.6% | -7.4% |
| 3M | -30.6% | -4.7% | -25.9% | -29.3% |
| 6M | -55.1% | +2.7% | -57.8% | -55.8% |
| YTD | -13.0% | +26.5% | -39.5% | -21.3% |
| 1Y | -4.3% | +25.0% | -29.2% | -13.1% |
| 3Y | +284.0% | +85.4% | +198.7% | +203.4% |
| 5Y | +97.7% | +215.5% | -117.8% | +27.2% |
| 10Y | +444.4% | +161.3% | +283.1% | +247.8% |
| All | +1,454.5% | +1,313.9% | +140.6% | +301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling