-14.3%
MTZ vs ELAN
+13.9%
-28.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.0% | -18.4% | -15.9% |
| 7D | -7.4% | +11.7% | -19.1% | -9.2% |
| 30D | -23.6% | +12.4% | -36.0% | -25.2% |
| 3M | -38.3% | -1.1% | -37.2% | -38.3% |
| 6M | -60.6% | +12.4% | -73.0% | -61.9% |
| YTD | -22.9% | +11.8% | -34.7% | -24.8% |
| 1Y | -14.3% | +12.5% | -26.8% | -16.9% |
| All | -14.3% | +13.9% | -28.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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