-6.0%
MTZ vs ELF
+57.2%
-63.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.8% | +8.4% |
| 7D | -2.4% | +7.8% | -10.3% | -2.8% |
| 30D | -11.1% | +9.3% | -20.4% | -11.5% |
| 3M | -30.6% | +21.2% | -51.8% | -31.3% |
| 6M | -54.4% | +96.1% | -150.5% | -56.0% |
| YTD | -13.0% | +57.0% | -70.0% | -18.5% |
| All | -6.0% | +57.2% | -63.2% | -10.5% |
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