+4,864.4%
MTZ vs EME
+61,143.5%
-56,279.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.2% |
| 7D | -1.6% | +1.9% | -3.5% | -2.5% |
| 30D | -11.1% | -8.3% | -2.8% | -6.8% |
| 3M | -36.7% | -10.7% | -26.0% | -32.5% |
| 6M | -21.9% | +1.9% | -23.8% | -21.8% |
| YTD | +9.1% | +23.5% | -14.4% | -1.0% |
| 1Y | +30.0% | +18.0% | +12.0% | +19.6% |
| 3Y | +138.5% | +236.1% | -97.7% | +32.7% |
| 5Y | +158.3% | +527.9% | -369.5% | +5.4% |
| 10Y | +700.8% | +1,252.8% | -552.0% | +136.3% |
| All | +4,864.4% | +61,143.5% | -56,279.1% | +653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling