+333.6%
MTZ vs IBN
+1,532.9%
-1,199.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | -11.1% | -0.3% | -10.8% | -11.1% |
| 3M | -36.7% | +17.1% | -53.8% | -39.6% |
| 6M | -21.9% | +3.4% | -25.3% | -22.8% |
| YTD | +9.1% | +2.5% | +6.6% | +8.0% |
| 1Y | +30.0% | -4.2% | +34.1% | +30.8% |
| 3Y | +138.5% | +32.4% | +106.1% | +117.7% |
| 5Y | +158.3% | +59.2% | +99.2% | +122.5% |
| 10Y | +700.8% | +345.7% | +355.1% | +392.5% |
| All | +333.6% | +1,532.9% | -1,199.4% | +53.8% |
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 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