+317.2%
MTZ vs ESTC
+23.0%
+294.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.2% | +7.3% | +9.2% |
| 7D | -6.4% | -11.5% | +5.1% | -4.5% |
| 30D | -22.1% | -7.5% | -14.5% | -21.2% |
| 3M | -32.7% | +23.1% | -55.7% | -35.9% |
| 6M | -59.8% | +75.3% | -135.1% | -64.6% |
| YTD | -19.9% | +14.1% | -34.0% | -24.4% |
| 1Y | -11.5% | -0.6% | -10.9% | -14.3% |
| 3Y | +258.1% | +20.8% | +237.3% | +215.8% |
| 5Y | +85.5% | -48.8% | +134.3% | +85.6% |
| All | +317.2% | +23.0% | +294.2% | +165.8% |
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