-14.3%
MTZ vs EME
-3.1%
-11.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -9.6% | -5.8% | -6.6% |
| 7D | -7.4% | -5.8% | -1.6% | -1.6% |
| 30D | -23.6% | -17.9% | -5.7% | -8.5% |
| 3M | -38.3% | -22.0% | -16.3% | -22.5% |
| 6M | -60.6% | -29.7% | -30.9% | -45.6% |
| YTD | -22.9% | +4.7% | -27.6% | -25.1% |
| 1Y | -14.3% | -2.1% | -12.2% | -11.1% |
| All | -14.3% | -3.1% | -11.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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