+31.5%
AEM vs MTZ
+26.3%
+5.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | +1.0% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | +8.4% | -14.5% | +22.9% | +12.6% |
| 3M | +27.3% | -32.9% | +60.2% | +38.9% |
| 6M | -9.7% | -20.8% | +11.2% | -7.6% |
| YTD | +19.0% | +10.6% | +8.4% | +10.2% |
| 1Y | +31.5% | +27.1% | +4.4% | +8.8% |
| All | +31.5% | +26.3% | +5.2% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling