+144.3%
IEMG vs MTZ
+1,035.8%
-891.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | +1.6% | +2.3% | -0.7% | +1.1% |
| 30D | +4.6% | -10.3% | +14.9% | +6.7% |
| 3M | +4.8% | -31.8% | +36.7% | +11.8% |
| 6M | +16.8% | -19.2% | +36.0% | +20.3% |
| YTD | +24.8% | +10.7% | +14.1% | +20.8% |
| 1Y | +34.3% | +37.5% | -3.2% | +24.2% |
| 3Y | +87.0% | +162.4% | -75.4% | +47.8% |
| 5Y | +49.9% | +166.3% | -116.4% | +14.9% |
| 10Y | +144.8% | +753.2% | -608.4% | +38.6% |
| All | +144.3% | +1,035.8% | -891.5% | +24.5% |
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