-11.5%
MTZ vs EMB
+0.4%
-11.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.5% | +9.5% |
| 7D | -6.4% | -0.1% | -6.3% | -6.3% |
| 30D | -22.1% | +1.3% | -23.4% | -25.0% |
| 3M | -32.7% | -2.2% | -30.4% | -28.4% |
| 6M | -59.8% | -2.3% | -57.5% | -56.9% |
| YTD | -19.9% | -0.6% | -19.3% | -17.6% |
| 1Y | -11.5% | +0.5% | -11.9% | -14.0% |
| All | -11.5% | +0.4% | -11.9% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling