+218.2%
MTZ vs IBN
+1,726.4%
-1,508.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.2% | +5.4% | +8.3% |
| 7D | -6.4% | +15.1% | -21.5% | -10.3% |
| 30D | -22.1% | +21.6% | -43.7% | -26.6% |
| 3M | -32.7% | +11.2% | -43.9% | -35.0% |
| 6M | -59.8% | +27.8% | -87.6% | -62.7% |
| YTD | -19.9% | +14.7% | -34.6% | -23.5% |
| 1Y | -11.5% | +14.4% | -25.9% | -15.4% |
| 3Y | +258.1% | +52.1% | +206.0% | +213.1% |
| 5Y | +85.5% | +70.7% | +14.8% | +56.4% |
| 10Y | +492.2% | +385.5% | +106.6% | +255.3% |
| All | +218.2% | +1,726.4% | -1,508.1% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling