+2,423.2%
MTZ vs IAG
+337.4%
+2,085.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.2% | +2.3% | +8.7% |
| 7D | -6.4% | +21.4% | -27.9% | -8.7% |
| 30D | -22.1% | +4.0% | -26.1% | -22.6% |
| 3M | -32.7% | +17.0% | -49.7% | -34.3% |
| 6M | -59.8% | +1.4% | -61.2% | -60.2% |
| YTD | -19.9% | +13.8% | -33.7% | -22.3% |
| 1Y | -11.5% | +55.8% | -67.3% | -17.1% |
| 3Y | +258.1% | +647.4% | -389.3% | +177.8% |
| 5Y | +85.5% | +519.1% | -433.6% | +41.0% |
| 10Y | +492.2% | +345.6% | +146.6% | +331.2% |
| All | +2,423.2% | +337.4% | +2,085.8% | +1,454.6% |
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 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