+3,134.4%
MTZ vs ETR
+4,412.2%
-1,277.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | -11.1% | +1.0% | -12.1% | -11.3% |
| 3M | -36.7% | -1.3% | -35.5% | -36.4% |
| 6M | -21.9% | +1.9% | -23.8% | -22.3% |
| YTD | +9.1% | +18.2% | -9.0% | +3.8% |
| 1Y | +30.0% | +24.7% | +5.3% | +21.7% |
| 3Y | +138.5% | +150.7% | -12.2% | +81.0% |
| 5Y | +158.3% | +127.0% | +31.3% | +100.2% |
| 10Y | +700.8% | +295.5% | +405.3% | +429.9% |
| All | +3,134.4% | +4,412.2% | -1,277.8% | +1,375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling