+3,685.0%
MTZ vs EME
+52,338.7%
-48,653.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.7% |
| 7D | -8.7% | -8.8% | +0.1% | -3.6% |
| 30D | -15.0% | -18.2% | +3.2% | -4.9% |
| 3M | -32.6% | -20.2% | -12.4% | -23.5% |
| 6M | -56.3% | -29.9% | -26.4% | -46.8% |
| YTD | -16.8% | +5.7% | -22.5% | -17.5% |
| 1Y | -10.0% | -1.5% | -8.6% | -7.5% |
| 3Y | +267.1% | +208.4% | +58.7% | +115.7% |
| 5Y | +89.9% | +401.9% | -312.0% | -12.4% |
| 10Y | +442.2% | +914.2% | -472.0% | +84.8% |
| All | +3,685.0% | +52,338.7% | -48,653.7% | +527.9% |
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