+5,615.4%
MTZ vs ELV
+2,444.2%
+3,171.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.7% |
| 7D | -1.6% | +3.3% | -4.9% | -2.7% |
| 30D | -11.1% | +4.2% | -15.2% | -12.4% |
| 3M | -36.7% | -0.1% | -36.6% | -37.2% |
| 6M | -21.9% | +41.3% | -63.2% | -31.2% |
| YTD | +9.1% | +17.4% | -8.3% | +1.1% |
| 1Y | +30.0% | +35.1% | -5.1% | +14.4% |
| 3Y | +138.5% | -3.2% | +141.7% | +126.5% |
| 5Y | +158.3% | +15.6% | +142.7% | +125.1% |
| 10Y | +700.8% | +276.8% | +424.0% | +346.1% |
| All | +5,615.4% | +2,444.2% | +3,171.2% | +1,890.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling