+39.3%
MTZ vs IBN
-6.3%
+45.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.2% |
| 7D | +3.6% | -2.2% | +5.7% | +3.9% |
| 30D | -9.6% | -2.3% | -7.4% | -9.3% |
| 3M | -31.9% | +15.9% | -47.8% | -34.2% |
| 6M | -13.8% | +5.6% | -19.4% | -16.2% |
| YTD | +13.3% | -0.1% | +13.3% | +10.0% |
| 1Y | +39.3% | -6.5% | +45.8% | +35.8% |
| All | +39.3% | -6.3% | +45.6% | +35.8% |
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