+168.1%
IJR vs MTZ
+773.6%
-605.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.6% |
| 7D | -2.2% | +1.4% | -3.5% | -2.6% |
| 30D | -4.6% | -14.5% | +9.9% | -0.2% |
| 3M | +0.2% | -32.9% | +33.2% | +10.6% |
| 6M | +14.7% | -20.8% | +35.6% | +18.9% |
| YTD | +18.9% | +10.6% | +8.3% | +9.7% |
| 1Y | +19.9% | +27.1% | -7.1% | +5.1% |
| 3Y | +53.0% | +166.1% | -113.1% | -1.4% |
| 5Y | +40.9% | +170.7% | -129.8% | -13.8% |
| All | +168.1% | +773.6% | -605.5% | +1.8% |
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