+166.4%
MTZ vs EME
+565.5%
-399.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +1.8% |
| 7D | +3.6% | +5.2% | -1.6% | -0.4% |
| 30D | -9.6% | -5.4% | -4.3% | -5.6% |
| 3M | -31.9% | -6.1% | -25.8% | -28.4% |
| 6M | -13.8% | +9.7% | -23.5% | -18.8% |
| YTD | +13.3% | +26.6% | -13.3% | -4.6% |
| 1Y | +39.3% | +24.6% | +14.6% | +15.6% |
| 3Y | +168.3% | +249.6% | -81.2% | +6.7% |
| 5Y | +166.4% | +556.6% | -390.2% | -33.3% |
| All | +166.4% | +565.5% | -399.1% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling