+48.3%
IEMG vs MTZ
+168.2%
-119.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.5% |
| 7D | -1.3% | +1.4% | -2.6% | -1.6% |
| 30D | +1.9% | -14.5% | +16.4% | +4.9% |
| 3M | +1.4% | -32.9% | +34.4% | +8.5% |
| 6M | +15.2% | -20.8% | +36.0% | +19.1% |
| YTD | +23.8% | +10.6% | +13.2% | +20.3% |
| 1Y | +30.7% | +27.1% | +3.6% | +23.5% |
| 3Y | +83.3% | +166.1% | -82.9% | +49.1% |
| All | +48.3% | +168.2% | -119.9% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling