+758.4%
MTZ vs ELF
+334.6%
+423.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.9% | +8.7% | +4.7% |
| 7D | +3.6% | -1.2% | +4.7% | +3.7% |
| 30D | -9.6% | +5.9% | -15.6% | -10.9% |
| 3M | -31.9% | +99.5% | -131.5% | -41.0% |
| 6M | -13.8% | +26.5% | -40.3% | -19.1% |
| YTD | +13.3% | +37.2% | -23.9% | +3.6% |
| 1Y | +39.3% | -24.4% | +63.7% | +40.7% |
| 3Y | +168.3% | -23.3% | +191.7% | +149.4% |
| 5Y | +166.4% | +245.2% | -78.8% | +65.9% |
| All | +758.4% | +334.6% | +423.7% | +354.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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