+851.2%
EEM vs MTZ
+11,814.9%
-10,963.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +2.0% | +2.3% | -0.3% | +1.4% |
| 30D | +5.1% | -10.3% | +15.4% | +7.5% |
| 3M | +4.6% | -31.8% | +36.4% | +12.6% |
| 6M | +17.8% | -19.2% | +37.0% | +21.7% |
| YTD | +25.8% | +10.7% | +15.1% | +20.8% |
| 1Y | +36.4% | +37.5% | -1.1% | +24.2% |
| 3Y | +90.0% | +162.4% | -72.4% | +43.4% |
| 5Y | +46.6% | +166.3% | -119.8% | +6.8% |
| 10Y | +132.3% | +753.2% | -620.9% | +17.2% |
| All | +851.2% | +11,814.9% | -10,963.6% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling