+739.9%
MTZ vs IAG
+371.0%
+369.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.0% |
| 7D | +3.6% | +4.3% | -0.7% | +3.0% |
| 30D | -9.6% | +9.8% | -19.4% | -10.8% |
| 3M | -31.9% | +28.9% | -60.8% | -34.1% |
| 6M | -13.8% | -7.6% | -6.2% | -13.8% |
| YTD | +13.3% | +22.0% | -8.7% | +9.4% |
| 1Y | +39.3% | +99.5% | -60.2% | +27.6% |
| 3Y | +168.3% | +818.3% | -649.9% | +110.4% |
| 5Y | +166.4% | +785.9% | -619.5% | +101.4% |
| 10Y | +739.9% | +381.1% | +358.8% | +538.0% |
| All | +739.9% | +371.0% | +369.0% | +538.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling