+222.9%
EWY vs MTZ
+160.5%
+62.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.0% |
| 7D | -0.1% | +1.4% | -1.4% | -0.6% |
| 30D | +7.3% | -14.5% | +21.8% | +13.4% |
| 3M | -5.1% | -32.9% | +27.8% | +8.4% |
| 6M | +42.1% | -20.8% | +62.9% | +56.0% |
| YTD | +94.1% | +10.6% | +83.5% | +97.4% |
| 1Y | +147.8% | +27.1% | +120.7% | +144.0% |
| 3Y | +222.9% | +166.1% | +56.8% | +189.2% |
| All | +222.9% | +160.5% | +62.5% | +189.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling