+398.0%
MTZ vs IEF
+7.3%
+390.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.4% |
| 7D | +5.0% | -2.0% | +7.0% | +3.5% |
| 30D | -6.0% | +0.7% | -6.7% | -5.5% |
| 3M | -36.1% | -2.5% | -33.6% | -37.1% |
| 6M | -56.9% | -2.6% | -54.3% | -57.6% |
| YTD | -15.9% | -3.2% | -12.7% | -17.9% |
| 1Y | -3.8% | -3.0% | -0.8% | -6.0% |
| 3Y | +272.3% | +10.5% | +261.7% | +305.7% |
| 5Y | +91.1% | -8.2% | +99.2% | +55.8% |
| All | +398.0% | +7.3% | +390.7% | +482.3% |
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