+166.4%
MTZ vs ELAN
+102.3%
+64.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.9% |
| 7D | +2.3% | -4.6% | +6.9% | +3.3% |
| 30D | -10.3% | +5.7% | -16.0% | -11.5% |
| 3M | -31.8% | -3.9% | -28.0% | -31.7% |
| 6M | -19.2% | -1.6% | -17.6% | -19.9% |
| YTD | +10.7% | +4.1% | +6.7% | +8.3% |
| 1Y | +37.5% | +25.5% | +12.0% | +28.9% |
| All | +166.4% | +102.3% | +64.1% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling