+990.2%
IBKR vs MTZ
+773.6%
+216.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.4% | +1.1% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | -0.2% | -14.5% | +14.3% | +4.4% |
| 3M | +3.0% | -32.9% | +35.9% | +14.1% |
| 6M | +33.9% | -20.8% | +54.7% | +40.3% |
| YTD | +42.5% | +10.6% | +31.9% | +34.2% |
| 1Y | +44.9% | +27.1% | +17.8% | +30.5% |
| 3Y | +293.0% | +166.1% | +126.9% | +176.9% |
| 5Y | +497.7% | +170.7% | +327.0% | +303.2% |
| All | +990.2% | +773.6% | +216.6% | +363.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling