+468.4%
MTZ vs ESTC
+31.2%
+437.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +2.9% |
| 7D | -1.6% | -8.1% | +6.5% | -0.3% |
| 30D | -11.1% | +31.7% | -42.8% | -16.0% |
| 3M | -36.7% | +41.1% | -77.8% | -41.2% |
| 6M | -21.9% | +77.1% | -99.0% | -31.4% |
| YTD | +9.1% | +21.7% | -12.6% | +2.3% |
| 1Y | +30.0% | +8.4% | +21.6% | +23.9% |
| 3Y | +138.5% | +23.6% | +114.8% | +110.1% |
| 5Y | +158.3% | -46.5% | +204.8% | +157.2% |
| All | +468.4% | +31.2% | +437.2% | +259.7% |
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