-14.3%
MTZ vs ETR
+18.4%
-32.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.7% | -18.1% | -17.0% |
| 7D | -7.4% | +3.7% | -11.1% | -9.9% |
| 30D | -23.6% | +11.0% | -34.6% | -29.6% |
| 3M | -38.3% | +3.4% | -41.7% | -39.9% |
| 6M | -60.6% | -3.3% | -57.3% | -59.6% |
| YTD | -22.9% | +23.3% | -46.1% | -35.8% |
| 1Y | -14.3% | +19.2% | -33.5% | -25.5% |
| All | -14.3% | +18.4% | -32.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling