+442.2%
MTZ vs EMB
+31.5%
+410.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.4% |
| 7D | -8.7% | +0.5% | -9.2% | -9.6% |
| 30D | -15.0% | +0.9% | -15.8% | -16.4% |
| 3M | -32.6% | -2.1% | -30.5% | -30.6% |
| 6M | -56.3% | -2.2% | -54.1% | -54.8% |
| YTD | -16.8% | -0.6% | -16.2% | -15.7% |
| 1Y | -10.0% | +0.2% | -10.3% | -9.9% |
| 3Y | +267.1% | +29.5% | +237.6% | +157.0% |
| 5Y | +89.9% | +8.0% | +81.9% | +77.6% |
| 10Y | +442.2% | +35.3% | +406.9% | +356.6% |
| All | +442.2% | +31.5% | +410.7% | +356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling