+40.0%
ICE vs MTZ
+156.0%
-116.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.1% |
| 7D | -5.3% | 0.0% | -5.3% | -5.4% |
| 30D | +3.0% | -14.8% | +17.9% | +4.3% |
| 3M | +11.4% | -30.8% | +42.2% | +13.9% |
| 6M | -2.0% | -22.6% | +20.6% | -1.6% |
| YTD | -3.1% | +6.8% | -10.0% | -6.7% |
| 1Y | -8.4% | +22.1% | -30.5% | -13.5% |
| 3Y | +40.7% | +153.1% | -112.4% | +16.7% |
| 5Y | +40.0% | +161.4% | -121.5% | +11.6% |
| All | +40.0% | +156.0% | -116.0% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling