+213.7%
ICE vs MTZ
+773.6%
-559.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.5% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +4.0% | -14.5% | +18.5% | +6.1% |
| 3M | +13.7% | -32.9% | +46.6% | +18.8% |
| 6M | +0.9% | -20.8% | +21.8% | +2.1% |
| YTD | -2.1% | +10.6% | -12.7% | -6.6% |
| 1Y | -9.5% | +27.1% | -36.6% | -16.0% |
| 3Y | +42.1% | +166.1% | -124.1% | +11.8% |
| 5Y | +41.4% | +170.7% | -129.3% | +7.6% |
| All | +213.7% | +773.6% | -559.9% | +69.9% |
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