+442.2%
MTZ vs IEF
+6.9%
+435.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -5.0% |
| 7D | -8.7% | -0.2% | -8.5% | -8.8% |
| 30D | -15.0% | +1.8% | -16.8% | -13.8% |
| 3M | -32.6% | -1.2% | -31.4% | -33.0% |
| 6M | -56.3% | -2.5% | -53.8% | -57.1% |
| YTD | -16.8% | -2.5% | -14.3% | -18.4% |
| 1Y | -10.0% | -2.3% | -7.8% | -11.6% |
| 3Y | +267.1% | +11.3% | +255.8% | +302.4% |
| 5Y | +89.9% | -7.6% | +97.5% | +55.0% |
| 10Y | +442.2% | +7.3% | +435.0% | +525.7% |
| All | +442.2% | +6.9% | +435.3% | +525.7% |
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