+739.9%
MTZ vs ETR
+295.2%
+444.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.3% |
| 7D | +3.6% | +1.4% | +2.1% | +2.9% |
| 30D | -9.6% | +1.9% | -11.5% | -10.4% |
| 3M | -31.9% | +1.0% | -32.9% | -32.2% |
| 6M | -13.8% | +4.8% | -18.7% | -15.5% |
| YTD | +13.3% | +19.5% | -6.3% | +5.1% |
| 1Y | +39.3% | +28.1% | +11.2% | +25.7% |
| 3Y | +168.3% | +151.1% | +17.2% | +85.1% |
| 5Y | +166.4% | +125.2% | +41.2% | +89.8% |
| 10Y | +739.9% | +291.1% | +448.8% | +543.2% |
| All | +739.9% | +295.2% | +444.7% | +543.2% |
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