+39.3%
MTZ vs ELF
-23.1%
+62.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.9% | +8.7% | +4.0% |
| 7D | +3.6% | -1.2% | +4.7% | +3.6% |
| 30D | -9.6% | +5.9% | -15.6% | -10.0% |
| 3M | -31.9% | +99.5% | -131.5% | -35.0% |
| 6M | -13.8% | +26.5% | -40.3% | -15.1% |
| YTD | +13.3% | +37.2% | -23.9% | +9.9% |
| 1Y | +39.3% | -24.4% | +63.7% | +45.5% |
| All | +39.3% | -23.1% | +62.4% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling