+3,894.5%
EMR vs MTZ
+3,182.4%
+712.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.9% |
| 7D | +3.1% | +3.6% | -0.5% | +2.6% |
| 30D | -3.5% | -9.6% | +6.1% | -2.3% |
| 3M | +9.8% | -31.9% | +41.7% | +14.6% |
| 6M | +10.8% | -13.8% | +24.6% | +12.0% |
| YTD | +15.9% | +13.3% | +2.7% | +12.8% |
| 1Y | +16.4% | +39.3% | -22.8% | +10.0% |
| 3Y | +62.1% | +168.3% | -106.2% | +38.4% |
| 5Y | +62.9% | +166.4% | -103.5% | +37.5% |
| 10Y | +267.8% | +739.9% | -472.2% | +168.1% |
| All | +3,894.5% | +3,182.4% | +712.1% | +2,288.5% |
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