-14.3%
MTZ vs IAG
+56.5%
-70.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +10.2% | -25.6% | -17.5% |
| 7D | -7.4% | +1.1% | -8.5% | -7.9% |
| 30D | -23.6% | -5.3% | -18.3% | -22.8% |
| 3M | -38.3% | +18.0% | -56.4% | -41.6% |
| 6M | -60.6% | +7.1% | -67.7% | -62.1% |
| YTD | -22.9% | +5.9% | -28.8% | -27.3% |
| 1Y | -14.3% | +59.4% | -73.7% | -31.1% |
| All | -14.3% | +56.5% | -70.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling