+492.6%
MTZ vs IAG
+326.7%
+166.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.8% | +2.8% | +7.9% |
| 7D | -2.4% | +24.0% | -26.4% | -5.0% |
| 30D | -11.1% | +5.5% | -16.6% | -11.8% |
| 3M | -30.6% | +8.3% | -38.9% | -31.6% |
| 6M | -54.4% | +6.1% | -60.5% | -55.0% |
| YTD | -13.0% | +20.3% | -33.3% | -16.1% |
| 1Y | -5.7% | +56.5% | -62.1% | -11.6% |
| 3Y | +297.2% | +762.6% | -465.4% | +212.4% |
| 5Y | +95.9% | +546.3% | -450.4% | +49.8% |
| 10Y | +492.6% | +356.1% | +136.5% | +353.8% |
| All | +492.6% | +326.7% | +166.0% | +353.8% |
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