+432.5%
EWZ vs MTZ
+469.8%
-37.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.2% |
| 7D | +6.5% | -1.6% | +8.1% | +6.8% |
| 30D | +4.8% | -11.1% | +15.9% | +7.2% |
| 3M | +9.9% | -36.7% | +46.6% | +19.2% |
| 6M | +1.9% | -21.9% | +23.9% | +5.4% |
| YTD | +20.3% | +9.1% | +11.2% | +15.5% |
| 1Y | +35.6% | +30.0% | +5.7% | +24.8% |
| 3Y | +43.4% | +138.5% | -95.0% | +11.0% |
| 5Y | +55.9% | +158.3% | -102.4% | +15.1% |
| 10Y | +84.2% | +700.8% | -616.6% | +0.7% |
| All | +432.5% | +469.8% | -37.3% | +122.0% |
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 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