+404.4%
MTZ vs IAG
+384.2%
+20.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.1% | +3.0% | -1.5% |
| 7D | +16.5% | -2.1% | +18.5% | +16.8% |
| 30D | -10.2% | -6.2% | -4.0% | -9.7% |
| 3M | -34.2% | -5.1% | -29.0% | -34.0% |
| 6M | -56.0% | -10.0% | -46.0% | -55.8% |
| YTD | -14.8% | +3.9% | -18.8% | -16.5% |
| 1Y | -7.2% | +18.9% | -26.1% | -10.4% |
| 3Y | +275.8% | +651.8% | -376.0% | +198.4% |
| 5Y | +93.5% | +416.3% | -322.8% | +50.1% |
| All | +404.4% | +384.2% | +20.2% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling