+739.9%
MTZ vs IBN
+312.4%
+427.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.7% |
| 7D | +3.6% | -2.2% | +5.7% | +4.3% |
| 30D | -9.6% | -2.3% | -7.4% | -9.0% |
| 3M | -31.9% | +15.9% | -47.8% | -35.7% |
| 6M | -13.8% | +5.6% | -19.4% | -15.8% |
| YTD | +13.3% | -0.1% | +13.3% | +12.7% |
| 1Y | +39.3% | -6.5% | +45.8% | +41.4% |
| 3Y | +168.3% | +29.3% | +139.0% | +139.7% |
| 5Y | +166.4% | +56.6% | +109.8% | +120.2% |
| 10Y | +739.9% | +314.4% | +425.6% | +436.1% |
| All | +739.9% | +312.4% | +427.5% | +436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling