+426.1%
MTZ vs ELAN
-28.2%
+454.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.2% | +3.1% |
| 7D | +1.4% | -5.4% | +6.8% | +3.3% |
| 30D | -14.5% | +4.7% | -19.2% | -16.0% |
| 3M | -32.9% | -3.7% | -29.3% | -32.8% |
| 6M | -20.8% | -1.2% | -19.7% | -22.3% |
| YTD | +10.6% | +2.4% | +8.2% | +7.0% |
| 1Y | +27.1% | +23.4% | +3.7% | +14.6% |
| 3Y | +166.1% | +96.7% | +69.5% | +81.8% |
| 5Y | +170.7% | -30.6% | +201.3% | +189.2% |
| All | +426.1% | -28.2% | +454.2% | +364.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling