+74.8%
MTZ vs ELV
+8.2%
+66.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.0% | +9.6% |
| 7D | -6.4% | +1.3% | -7.7% | -6.6% |
| 30D | -22.1% | +5.3% | -27.3% | -22.5% |
| 3M | -32.7% | +9.2% | -41.9% | -33.4% |
| 6M | -59.8% | +14.5% | -74.4% | -60.6% |
| YTD | -19.9% | +23.2% | -43.1% | -22.6% |
| 1Y | -11.5% | +38.0% | -49.5% | -16.0% |
| 3Y | +258.1% | -1.5% | +259.6% | +252.4% |
| All | +74.8% | +8.2% | +66.6% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling