+1,421.0%
MTZ vs ET
+1,311.7%
+109.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +16.5% | +3.0% | +13.4% | +15.1% |
| 30D | -10.2% | -3.5% | -6.7% | -8.9% |
| 3M | -34.2% | -5.6% | -28.5% | -32.7% |
| 6M | -56.0% | +0.5% | -56.5% | -56.3% |
| YTD | -14.8% | +26.3% | -41.2% | -23.0% |
| 1Y | -7.2% | +25.7% | -32.9% | -16.0% |
| 3Y | +275.8% | +85.1% | +190.7% | +197.1% |
| 5Y | +93.5% | +216.4% | -122.9% | +24.4% |
| 10Y | +432.7% | +160.9% | +271.7% | +240.5% |
| All | +1,421.0% | +1,311.7% | +109.2% | +292.9% |
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 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