+280.9%
MTZ vs ESTC
+20.3%
+260.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.1% | +0.9% | -4.1% |
| 7D | -10.6% | -18.5% | +7.9% | -7.6% |
| 30D | -30.4% | -11.0% | -19.4% | -29.2% |
| 3M | -40.4% | +20.8% | -61.2% | -43.1% |
| 6M | -63.7% | +67.9% | -131.6% | -67.8% |
| YTD | -26.9% | +11.6% | -38.5% | -30.7% |
| 1Y | -20.2% | -3.3% | -16.9% | -22.4% |
| 3Y | +208.1% | +16.4% | +191.7% | +173.6% |
| 5Y | +69.4% | -49.9% | +119.2% | +70.0% |
| All | +280.9% | +20.3% | +260.6% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling