+172.4%
MTZ vs ELV
+16.2%
+156.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +3.9% |
| 7D | +3.6% | -0.3% | +3.8% | +3.6% |
| 30D | -9.6% | +2.0% | -11.6% | -9.9% |
| 3M | -31.9% | -3.5% | -28.5% | -31.8% |
| 6M | -13.8% | +40.2% | -54.0% | -18.2% |
| YTD | +13.3% | +15.8% | -2.6% | +9.9% |
| 1Y | +39.3% | +33.2% | +6.1% | +32.1% |
| 3Y | +168.3% | -6.2% | +174.6% | +164.9% |
| All | +172.4% | +16.2% | +156.2% | +133.5% |
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