+353.0%
MTZ vs ESTC
+28.9%
+324.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.9% | +3.7% | +7.8% |
| 7D | -2.4% | -1.2% | -1.3% | -2.1% |
| 30D | -11.1% | -8.1% | -3.0% | -10.0% |
| 3M | -30.6% | +20.2% | -50.8% | -33.6% |
| 6M | -54.4% | +72.7% | -127.1% | -59.6% |
| YTD | -13.0% | +19.6% | -32.7% | -18.5% |
| 1Y | -5.7% | +0.3% | -5.9% | -8.7% |
| 3Y | +297.2% | +22.8% | +274.4% | +249.9% |
| 5Y | +95.9% | -50.9% | +146.8% | +99.2% |
| All | +353.0% | +28.9% | +324.1% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling