+30.0%
MTZ vs EME
+19.7%
+10.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.8% |
| 7D | -1.6% | +1.9% | -3.5% | -3.0% |
| 30D | -11.1% | -8.3% | -2.8% | -4.8% |
| 3M | -36.7% | -10.7% | -26.0% | -31.0% |
| 6M | -21.9% | +1.9% | -23.8% | -21.2% |
| YTD | +9.1% | +23.5% | -14.4% | -1.6% |
| 1Y | +30.0% | +18.0% | +12.0% | +11.0% |
| All | +30.0% | +19.7% | +10.3% | +11.0% |
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