-4.3%
MTZ vs ELF
+48.3%
-52.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.7% | +4.6% |
| 7D | +12.9% | +4.3% | +8.6% | +12.6% |
| 30D | -8.5% | +7.7% | -16.3% | -8.9% |
| 3M | -30.6% | +24.7% | -55.3% | -31.4% |
| 6M | -55.1% | +114.6% | -169.7% | -56.9% |
| YTD | -13.0% | +55.8% | -68.8% | -18.2% |
| 1Y | -4.3% | +51.9% | -56.2% | -9.6% |
| All | -4.3% | +48.3% | -52.5% | -9.6% |
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