-10.0%
MTZ vs ELV
+41.6%
-51.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.1% | -3.9% |
| 7D | -8.7% | +3.8% | -12.6% | -8.0% |
| 30D | -15.0% | +4.1% | -19.1% | -14.3% |
| 3M | -32.6% | +8.5% | -41.1% | -31.9% |
| 6M | -56.3% | +14.6% | -71.0% | -55.8% |
| YTD | -16.8% | +24.4% | -41.2% | -17.8% |
| 1Y | -10.0% | +44.2% | -54.3% | -13.8% |
| All | -10.0% | +41.6% | -51.6% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling