+89.9%
MTZ vs ESTC
-52.1%
+141.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -3.9% |
| 7D | -8.7% | -3.6% | -5.2% | -8.2% |
| 30D | -15.0% | -11.2% | -3.8% | -13.8% |
| 3M | -32.6% | +14.3% | -46.9% | -34.4% |
| 6M | -56.3% | +67.0% | -123.3% | -60.1% |
| YTD | -16.8% | +15.7% | -32.5% | -20.2% |
| 1Y | -10.0% | -6.3% | -3.8% | -10.7% |
| 3Y | +267.1% | +14.5% | +252.6% | +238.6% |
| 5Y | +89.9% | -49.9% | +139.7% | +79.6% |
| All | +89.9% | -52.1% | +141.9% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling