+330.6%
AEM vs MTZ
+151.6%
+179.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.3% |
| 7D | -5.0% | 0.0% | -5.0% | -5.1% |
| 30D | +8.5% | -14.8% | +23.3% | +11.4% |
| 3M | +29.3% | -30.8% | +60.1% | +36.6% |
| 6M | -12.9% | -22.6% | +9.7% | -9.7% |
| YTD | +16.8% | +6.8% | +9.9% | +15.2% |
| 1Y | +29.8% | +22.1% | +7.7% | +25.5% |
| All | +330.6% | +151.6% | +179.1% | +265.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling