-4.3%
MTZ vs IBN
+15.0%
-19.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +12.9% | +11.1% | +1.7% | +10.5% |
| 30D | -8.5% | +23.9% | -32.4% | -13.5% |
| 3M | -30.6% | +16.3% | -46.9% | -33.1% |
| 6M | -55.1% | +34.2% | -89.3% | -59.1% |
| YTD | -13.0% | +17.6% | -30.5% | -18.4% |
| 1Y | -4.3% | +13.8% | -18.1% | -11.2% |
| All | -4.3% | +15.0% | -19.3% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling