+83.6%
EEM vs MTZ
+151.6%
-68.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | -1.5% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +2.4% | -14.8% | +17.2% | +5.5% |
| 3M | +4.2% | -30.8% | +35.0% | +10.9% |
| 6M | +14.8% | -22.6% | +37.4% | +19.5% |
| YTD | +23.1% | +6.8% | +16.3% | +21.2% |
| 1Y | +32.5% | +22.1% | +10.4% | +27.4% |
| All | +83.6% | +151.6% | -68.0% | +60.8% |
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 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