+272.3%
MTZ vs IBN
+57.3%
+214.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | +5.0% | +1.9% | +3.1% | +4.4% |
| 30D | -6.0% | +22.1% | -28.1% | -12.4% |
| 3M | -36.1% | +17.1% | -53.2% | -39.6% |
| 6M | -56.9% | +35.5% | -92.4% | -61.4% |
| YTD | -15.9% | +16.8% | -32.7% | -20.9% |
| 1Y | -3.8% | +12.4% | -16.2% | -8.3% |
| 3Y | +272.3% | +58.0% | +214.2% | +190.3% |
| All | +272.3% | +57.3% | +214.9% | +190.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling