+161.4%
MTZ vs ELAN
-31.8%
+193.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.8% |
| 7D | 0.0% | -6.4% | +6.4% | +1.7% |
| 30D | -14.8% | +0.6% | -15.4% | -15.2% |
| 3M | -30.8% | 0.0% | -30.8% | -31.3% |
| 6M | -22.6% | -3.4% | -19.2% | -23.2% |
| YTD | +6.8% | +1.0% | +5.8% | +4.6% |
| 1Y | +22.1% | +24.7% | -2.6% | +12.6% |
| 3Y | +153.1% | +97.2% | +55.9% | +86.1% |
| 5Y | +161.4% | -31.5% | +192.9% | +189.5% |
| All | +161.4% | -31.8% | +193.3% | +189.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling