+40.6%
ICE vs MTZ
+151.6%
-110.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.3% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | +3.0% | -14.8% | +17.9% | +3.8% |
| 3M | +11.4% | -30.8% | +42.2% | +12.8% |
| 6M | -2.0% | -22.6% | +20.6% | -2.3% |
| YTD | -3.1% | +6.8% | -10.0% | -6.7% |
| 1Y | -8.4% | +22.1% | -30.5% | -13.3% |
| All | +40.6% | +151.6% | -110.9% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling