+22.1%
EWZ vs MTZ
+272.1%
-250.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.6% | -6.6% | +0.8% |
| 7D | +1.4% | -2.4% | +3.8% | +1.4% |
| 30D | -25.1% | -11.1% | -14.0% | -24.1% |
| 3M | -7.7% | -30.6% | +22.9% | -3.3% |
| 6M | -15.8% | -54.4% | +38.5% | -6.5% |
| YTD | +3.6% | -13.0% | +16.6% | +3.1% |
| 1Y | +5.5% | -5.7% | +11.2% | +3.6% |
| 3Y | +22.1% | +297.2% | -275.1% | -3.0% |
| All | +22.1% | +272.1% | -250.0% | -3.0% |
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