-7.2%
MTZ vs IAG
+25.8%
-33.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.1% | +3.0% | -1.0% |
| 7D | +16.5% | -2.1% | +18.5% | +17.3% |
| 30D | -10.2% | -6.2% | -4.0% | -8.8% |
| 3M | -34.2% | -5.1% | -29.0% | -33.8% |
| 6M | -56.0% | -10.0% | -46.0% | -56.1% |
| YTD | -14.8% | +3.9% | -18.8% | -19.6% |
| 1Y | -7.2% | +18.9% | -26.1% | -18.9% |
| All | -7.2% | +25.8% | -33.1% | -18.9% |
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