+66.9%
IYR vs MTZ
+773.6%
-706.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.8% | +0.2% |
| 7D | -1.4% | +1.4% | -2.7% | -1.6% |
| 30D | -2.7% | -14.5% | +11.8% | -0.1% |
| 3M | -2.1% | -32.9% | +30.8% | +3.5% |
| 6M | +3.6% | -20.8% | +24.4% | +5.5% |
| YTD | +8.1% | +10.6% | -2.5% | +2.8% |
| 1Y | +4.7% | +27.1% | -22.4% | -3.6% |
| 3Y | +29.1% | +166.1% | -137.0% | -2.2% |
| 5Y | +6.9% | +170.7% | -163.7% | -21.7% |
| All | +66.9% | +773.6% | -706.6% | -6.9% |
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