+699.9%
IYR vs MTZ
+486.1%
+213.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.6% |
| 7D | -0.4% | +3.6% | -3.9% | -0.9% |
| 30D | -2.5% | -9.6% | +7.1% | -1.2% |
| 3M | +1.5% | -31.9% | +33.4% | +6.0% |
| 6M | +3.9% | -13.8% | +17.7% | +4.4% |
| YTD | +9.5% | +13.3% | -3.7% | +5.3% |
| 1Y | +7.5% | +39.3% | -31.8% | -0.3% |
| 3Y | +30.8% | +168.3% | -137.6% | +6.6% |
| 5Y | +4.8% | +166.4% | -161.6% | -16.0% |
| 10Y | +64.3% | +739.9% | -675.6% | +5.6% |
| All | +699.9% | +486.1% | +213.7% | +304.6% |
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 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