+37.5%
MTZ vs EME
+19.7%
+17.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.4% |
| 7D | +2.3% | +2.7% | -0.5% | +0.2% |
| 30D | -10.3% | -6.8% | -3.5% | -5.1% |
| 3M | -31.8% | -8.8% | -23.0% | -26.8% |
| 6M | -19.2% | +5.0% | -24.2% | -19.7% |
| YTD | +10.7% | +23.5% | -12.8% | +0.1% |
| 1Y | +37.5% | +21.3% | +16.2% | +16.6% |
| All | +37.5% | +19.7% | +17.9% | +16.6% |
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