+297.2%
MTZ vs EME
+214.6%
+82.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.3% | +1.3% | +2.5% |
| 7D | -2.4% | -4.4% | +1.9% | +2.0% |
| 30D | -11.1% | -17.3% | +6.2% | +4.6% |
| 3M | -30.6% | -20.0% | -10.6% | -16.1% |
| 6M | -54.4% | -29.1% | -25.3% | -39.2% |
| YTD | -13.0% | +6.9% | -20.0% | -16.3% |
| 1Y | -5.7% | +0.8% | -6.4% | -4.9% |
| 3Y | +297.2% | +214.4% | +82.8% | +56.1% |
| All | +297.2% | +214.6% | +82.6% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling