+2.0%
IBKR vs MTZ
-19.7%
+21.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.2% | -1.4% | -5.2% |
| 7D | -11.1% | -10.6% | -0.4% | -9.2% |
| 30D | -19.7% | -30.4% | +10.7% | -11.7% |
| 3M | -18.0% | -40.4% | +22.4% | -5.9% |
| 6M | -13.2% | -63.7% | +50.5% | +16.3% |
| YTD | +13.4% | -26.9% | +40.3% | +1.0% |
| 1Y | +2.0% | -20.2% | +22.1% | -17.8% |
| All | +2.0% | -19.7% | +21.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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