+263.6%
EMR vs MTZ
+743.7%
-480.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.3% |
| 30D | -9.4% | -14.8% | +5.4% | -4.6% |
| 3M | +8.6% | -30.8% | +39.4% | +19.9% |
| 6M | +6.7% | -22.6% | +29.3% | +12.6% |
| YTD | +13.1% | +6.8% | +6.2% | +5.8% |
| 1Y | +12.7% | +22.1% | -9.4% | 0.0% |
| 3Y | +58.1% | +153.1% | -95.0% | +2.1% |
| 5Y | +63.6% | +161.4% | -97.8% | -1.4% |
| All | +263.6% | +743.7% | -480.1% | +29.0% |
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