+1,710.2%
MTZ vs EMB
+127.1%
+1,583.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.7% |
| 7D | -8.7% | +0.5% | -9.2% | -9.3% |
| 30D | -15.0% | +0.9% | -15.8% | -16.0% |
| 3M | -32.6% | -2.1% | -30.5% | -31.1% |
| 6M | -56.3% | -2.2% | -54.1% | -55.2% |
| YTD | -16.8% | -0.6% | -16.2% | -15.9% |
| 1Y | -10.0% | +0.2% | -10.3% | -9.9% |
| 3Y | +267.1% | +29.5% | +237.6% | +183.8% |
| 5Y | +89.9% | +8.0% | +81.9% | +76.2% |
| 10Y | +442.2% | +35.3% | +406.9% | +325.8% |
| All | +1,710.2% | +127.1% | +1,583.1% | +910.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling