+352.2%
EWZ vs MTZ
+334.5%
+17.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.5% |
| 7D | +1.3% | -8.7% | +10.0% | +2.7% |
| 30D | -26.2% | -15.0% | -11.2% | -24.2% |
| 3M | -8.6% | -32.6% | +24.0% | -1.9% |
| 6M | -17.0% | -56.3% | +39.3% | -3.8% |
| YTD | +2.2% | -16.8% | +19.0% | +2.8% |
| 1Y | +2.7% | -10.0% | +12.7% | +1.4% |
| 3Y | +18.2% | +267.1% | -248.9% | -17.0% |
| 5Y | +56.0% | +89.9% | -33.8% | +21.9% |
| 10Y | +60.8% | +442.2% | -381.4% | -5.3% |
| All | +352.2% | +334.5% | +17.8% | +97.6% |
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