+90.2%
EMR vs MTZ
+89.4%
+0.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +2.8% | +5.0% | -2.1% | +1.5% |
| 30D | +3.7% | -6.0% | +9.7% | +4.4% |
| 3M | +2.0% | -36.1% | +38.1% | +13.0% |
| 6M | +22.1% | -56.9% | +79.0% | +47.9% |
| YTD | +27.2% | -15.9% | +43.1% | +27.0% |
| 1Y | +32.0% | -3.8% | +35.9% | +26.9% |
| 3Y | +103.3% | +272.3% | -169.0% | +35.3% |
| All | +90.2% | +89.4% | +0.8% | +39.8% |
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 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