+157.9%
MTZ vs ESTC
-46.4%
+204.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +2.7% |
| 7D | -1.6% | -8.1% | +6.5% | -0.6% |
| 30D | -11.1% | +31.7% | -42.8% | -14.8% |
| 3M | -36.7% | +41.1% | -77.8% | -40.1% |
| 6M | -21.9% | +77.1% | -99.0% | -29.3% |
| YTD | +9.1% | +21.7% | -12.6% | +4.4% |
| 1Y | +30.0% | +8.4% | +21.6% | +26.0% |
| 3Y | +138.5% | +23.6% | +114.8% | +118.4% |
| All | +157.9% | -46.4% | +204.3% | +141.9% |
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