+156.5%
MTZ vs ELV
-4.6%
+161.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.1% |
| 7D | -1.6% | +3.3% | -4.9% | -1.7% |
| 30D | -11.1% | +4.2% | -15.2% | -11.2% |
| 3M | -36.7% | -0.1% | -36.6% | -36.7% |
| 6M | -21.9% | +41.3% | -63.2% | -23.2% |
| YTD | +9.1% | +17.4% | -8.3% | +8.0% |
| 1Y | +30.0% | +35.1% | -5.1% | +27.9% |
| All | +156.5% | -4.6% | +161.1% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling