+93.5%
MTZ vs ELF
+264.1%
-170.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.5% |
| 7D | +16.5% | +3.4% | +13.1% | +16.0% |
| 30D | -10.2% | +5.0% | -15.2% | -10.9% |
| 3M | -34.2% | +22.6% | -56.7% | -36.4% |
| 6M | -56.0% | +104.0% | -159.9% | -61.0% |
| YTD | -14.8% | +49.3% | -64.1% | -21.9% |
| 1Y | -7.2% | +46.0% | -53.3% | -14.7% |
| 3Y | +275.8% | +19.4% | +256.4% | +223.6% |
| 5Y | +93.5% | +262.0% | -168.5% | +15.9% |
| All | +93.5% | +264.1% | -170.6% | +15.9% |
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