+753.2%
MTZ vs ELV
+257.3%
+495.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.9% |
| 7D | +2.3% | -2.2% | +4.5% | +2.9% |
| 30D | -10.3% | -0.2% | -10.1% | -10.4% |
| 3M | -31.8% | -6.1% | -25.7% | -31.0% |
| 6M | -19.2% | +42.8% | -62.0% | -28.8% |
| YTD | +10.7% | +14.4% | -3.7% | +3.6% |
| 1Y | +37.5% | +28.6% | +8.9% | +23.3% |
| 3Y | +162.4% | -7.4% | +169.8% | +153.7% |
| 5Y | +166.3% | +14.5% | +151.9% | +127.2% |
| 10Y | +753.2% | +257.4% | +495.7% | +350.6% |
| All | +753.2% | +257.3% | +495.9% | +350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling