+338.0%
MTZ vs ESTC
+25.9%
+312.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | +5.0% | +2.4% | +2.6% | +4.6% |
| 30D | -6.0% | -4.2% | -1.8% | -5.5% |
| 3M | -36.1% | +2.5% | -38.6% | -37.1% |
| 6M | -56.9% | +81.5% | -138.4% | -62.2% |
| YTD | -15.9% | +16.8% | -32.8% | -20.9% |
| 1Y | -3.8% | -3.5% | -0.4% | -6.2% |
| 3Y | +272.3% | +17.7% | +254.5% | +230.6% |
| 5Y | +91.1% | -51.7% | +142.8% | +94.9% |
| All | +338.0% | +25.9% | +312.1% | +178.0% |
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