+39.3%
MTZ vs IAG
+100.7%
-61.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.2% |
| 7D | +3.6% | +4.3% | -0.7% | +2.3% |
| 30D | -9.6% | +9.8% | -19.4% | -12.2% |
| 3M | -31.9% | +28.9% | -60.8% | -37.1% |
| 6M | -13.8% | -7.6% | -6.2% | -15.3% |
| YTD | +13.3% | +22.0% | -8.7% | +2.7% |
| 1Y | +39.3% | +99.5% | -60.2% | -2.3% |
| All | +39.3% | +100.7% | -61.4% | -2.3% |
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