+128.5%
EEM vs MTZ
+773.6%
-645.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.3% | +0.5% |
| 7D | -1.3% | +1.4% | -2.6% | -1.5% |
| 30D | +2.1% | -14.5% | +16.6% | +5.2% |
| 3M | +1.0% | -32.9% | +34.0% | +8.4% |
| 6M | +15.9% | -20.8% | +36.8% | +20.0% |
| YTD | +24.6% | +10.6% | +14.0% | +20.6% |
| 1Y | +32.3% | +27.1% | +5.2% | +24.1% |
| 3Y | +85.9% | +166.1% | -80.2% | +45.8% |
| 5Y | +45.4% | +170.7% | -125.3% | +10.2% |
| All | +128.5% | +773.6% | -645.1% | +38.5% |
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