+357.7%
IGV vs MTZ
+773.6%
-415.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.4% |
| 7D | -2.9% | +1.4% | -4.3% | -3.3% |
| 30D | -1.5% | -14.5% | +13.0% | +1.6% |
| 3M | +11.7% | -32.9% | +44.6% | +19.4% |
| 6M | +18.4% | -20.8% | +39.3% | +20.6% |
| YTD | -3.9% | +10.6% | -14.5% | -10.2% |
| 1Y | -9.7% | +27.1% | -36.7% | -18.6% |
| 3Y | +38.4% | +166.1% | -127.7% | +1.7% |
| 5Y | +21.6% | +170.7% | -149.1% | -13.2% |
| All | +357.7% | +773.6% | -415.8% | +146.7% |
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