+3,337.5%
MTZ vs IAG
+377.5%
+2,960.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.4% |
| 7D | -1.6% | -0.5% | -1.0% | -1.6% |
| 30D | -11.1% | +28.9% | -40.0% | -13.8% |
| 3M | -36.7% | +19.1% | -55.8% | -38.1% |
| 6M | -21.9% | -10.3% | -11.7% | -21.6% |
| YTD | +9.1% | +24.2% | -15.1% | +5.2% |
| 1Y | +30.0% | +116.5% | -86.5% | +17.6% |
| 3Y | +138.5% | +742.8% | -604.3% | +82.8% |
| 5Y | +158.3% | +753.3% | -595.0% | +90.5% |
| 10Y | +700.8% | +403.2% | +297.6% | +474.2% |
| All | +3,337.5% | +377.5% | +2,960.1% | +2,003.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling