+157.9%
MTZ vs ELF
+259.0%
-101.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.8% |
| 7D | -1.6% | +5.4% | -6.9% | -2.4% |
| 30D | -11.1% | +27.0% | -38.1% | -14.6% |
| 3M | -36.7% | +113.2% | -149.9% | -44.4% |
| 6M | -21.9% | +36.6% | -58.5% | -26.7% |
| YTD | +9.1% | +44.2% | -35.1% | +0.6% |
| 1Y | +30.0% | -18.0% | +47.9% | +30.1% |
| 3Y | +138.5% | -19.9% | +158.4% | +122.7% |
| All | +157.9% | +259.0% | -101.1% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling