+2,263.8%
ICE vs MTZ
+2,242.3%
+21.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -3.1% |
| 7D | -1.2% | +3.6% | -4.7% | -2.0% |
| 30D | +5.0% | -9.6% | +14.6% | +7.1% |
| 3M | +13.9% | -31.9% | +45.8% | +21.7% |
| 6M | -4.4% | -13.8% | +9.4% | -4.3% |
| YTD | -1.9% | +13.3% | -15.2% | -8.7% |
| 1Y | -8.1% | +39.3% | -47.4% | -19.4% |
| 3Y | +42.5% | +168.3% | -125.9% | +0.2% |
| 5Y | +40.6% | +166.4% | -125.8% | -5.0% |
| 10Y | +217.1% | +739.9% | -522.8% | +34.9% |
| All | +2,263.8% | +2,242.3% | +21.5% | +360.2% |
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