+753.2%
MTZ vs IEF
+4.6%
+748.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.4% |
| 7D | +2.3% | -0.3% | +2.6% | +2.1% |
| 30D | -10.3% | -0.6% | -9.7% | -10.6% |
| 3M | -31.8% | -1.0% | -30.8% | -32.4% |
| 6M | -19.2% | -3.1% | -16.1% | -21.3% |
| YTD | +10.7% | -1.9% | +12.6% | +8.9% |
| 1Y | +37.5% | -1.4% | +38.9% | +35.9% |
| 3Y | +162.4% | +9.8% | +152.6% | +183.9% |
| 5Y | +166.3% | -8.8% | +175.1% | +108.8% |
| 10Y | +753.2% | +4.7% | +748.5% | +847.6% |
| All | +753.2% | +4.6% | +748.6% | +847.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling