+404.4%
MTZ vs ELV
+268.8%
+135.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +16.5% | -0.5% | +16.9% | +16.5% |
| 30D | -10.2% | +1.1% | -11.3% | -11.0% |
| 3M | -34.2% | +8.2% | -42.3% | -36.3% |
| 6M | -56.0% | +10.2% | -66.2% | -58.0% |
| YTD | -14.8% | +24.4% | -39.3% | -22.9% |
| 1Y | -7.2% | +33.8% | -41.1% | -18.1% |
| 3Y | +275.8% | -1.4% | +277.1% | +254.8% |
| 5Y | +93.5% | +5.8% | +87.7% | +72.4% |
| All | +404.4% | +268.8% | +135.6% | +161.9% |
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