+355.1%
AEM vs MTZ
+773.6%
-418.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | +1.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | +8.4% | -14.5% | +22.9% | +10.3% |
| 3M | +27.3% | -32.9% | +60.2% | +32.4% |
| 6M | -9.7% | -20.8% | +11.2% | -7.7% |
| YTD | +19.0% | +10.6% | +8.4% | +17.4% |
| 1Y | +31.5% | +27.1% | +4.4% | +27.9% |
| 3Y | +338.7% | +166.1% | +172.6% | +292.0% |
| 5Y | +307.4% | +170.7% | +136.8% | +257.8% |
| All | +355.1% | +773.6% | -418.5% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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