+74.8%
MTZ vs ELF
+266.1%
-191.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.7% | +3.8% | +8.7% |
| 7D | -6.4% | +4.0% | -10.4% | -7.0% |
| 30D | -22.1% | +10.6% | -32.6% | -23.3% |
| 3M | -32.7% | +25.8% | -58.5% | -35.3% |
| 6M | -59.8% | +89.1% | -148.9% | -64.0% |
| YTD | -19.9% | +52.7% | -72.6% | -26.8% |
| 1Y | -11.5% | +51.7% | -63.2% | -19.2% |
| 3Y | +258.1% | +14.2% | +243.9% | +211.1% |
| All | +74.8% | +266.1% | -191.3% | +2.6% |
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 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