+1,428.5%
IBKR vs MTZ
+1,788.5%
-360.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.4% | +1.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | -0.2% | -14.5% | +14.3% | +3.9% |
| 3M | +3.0% | -32.9% | +35.9% | +13.1% |
| 6M | +33.9% | -20.8% | +54.7% | +39.9% |
| YTD | +42.5% | +10.6% | +31.9% | +35.3% |
| 1Y | +44.9% | +27.1% | +17.8% | +32.2% |
| 3Y | +293.0% | +166.1% | +126.9% | +184.7% |
| 5Y | +497.7% | +170.7% | +327.0% | +317.4% |
| 10Y | +1,004.4% | +752.2% | +252.2% | +421.0% |
| All | +1,428.5% | +1,788.5% | -360.0% | +338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling