+442.2%
MTZ vs ELF
+357.0%
+85.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -8.7% | +6.3% | -15.0% | -9.7% |
| 30D | -15.0% | +8.5% | -23.5% | -16.3% |
| 3M | -32.6% | +24.4% | -57.0% | -35.6% |
| 6M | -56.3% | +94.7% | -151.1% | -62.2% |
| YTD | -16.8% | +55.9% | -72.7% | -25.9% |
| 1Y | -10.0% | +48.4% | -58.5% | -19.2% |
| 3Y | +267.1% | +24.6% | +242.5% | +207.9% |
| 5Y | +89.9% | +285.0% | -195.2% | +15.0% |
| 10Y | +442.2% | +357.2% | +85.0% | +174.3% |
| All | +442.2% | +357.0% | +85.2% | +174.3% |
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