+404.4%
MTZ vs ETR
+379.5%
+24.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | +16.5% | +1.5% | +15.0% | +15.8% |
| 30D | -10.2% | +6.6% | -16.8% | -13.0% |
| 3M | -34.2% | +4.4% | -38.6% | -35.6% |
| 6M | -56.0% | -0.3% | -55.7% | -56.0% |
| YTD | -14.8% | +23.3% | -38.2% | -22.4% |
| 1Y | -7.2% | +18.9% | -26.1% | -14.0% |
| 3Y | +275.8% | +155.5% | +120.3% | +155.3% |
| 5Y | +93.5% | +159.9% | -66.4% | +28.8% |
| All | +404.4% | +379.5% | +24.9% | +268.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling