+62.4%
EWY vs MTZ
-14.7%
+77.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -15.4% | +13.5% | +6.6% |
| 7D | -8.3% | -7.4% | -0.9% | -5.8% |
| 30D | -20.5% | -23.6% | +3.1% | -8.6% |
| 3M | -11.1% | -38.3% | +27.2% | +16.1% |
| 6M | -7.0% | -60.6% | +53.6% | +58.7% |
| YTD | +56.5% | -22.9% | +79.4% | +90.1% |
| 1Y | +62.4% | -14.3% | +76.7% | +89.3% |
| All | +62.4% | -14.7% | +77.1% | +89.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling