+272.3%
MTZ vs IAG
+663.0%
-390.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.5% |
| 7D | +5.0% | -7.7% | +12.7% | +6.8% |
| 30D | -6.0% | +1.6% | -7.6% | -6.7% |
| 3M | -36.1% | -2.4% | -33.7% | -36.3% |
| 6M | -56.9% | -7.8% | -49.0% | -56.9% |
| YTD | -15.9% | +5.0% | -20.9% | -19.6% |
| 1Y | -3.8% | +25.7% | -29.5% | -11.6% |
| 3Y | +272.3% | +694.5% | -422.2% | +123.6% |
| All | +272.3% | +663.0% | -390.7% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling