+65.8%
EMR vs MTZ
+162.0%
-96.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | +0.9% | +2.3% | -1.4% | +0.3% |
| 30D | -5.0% | -10.3% | +5.3% | -2.4% |
| 3M | +5.9% | -31.8% | +37.8% | +15.1% |
| 6M | +7.3% | -19.2% | +26.5% | +10.7% |
| YTD | +14.6% | +10.7% | +3.8% | +7.8% |
| 1Y | +15.6% | +37.5% | -21.9% | +2.0% |
| 3Y | +60.2% | +162.4% | -102.2% | +17.5% |
| 5Y | +65.8% | +166.3% | -100.5% | +13.1% |
| All | +65.8% | +162.0% | -96.2% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling