+3,612.2%
MTZ vs IEF
+129.2%
+3,483.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.1% | +9.7% | +9.4% |
| 7D | -6.4% | +0.1% | -6.5% | -6.1% |
| 30D | -22.1% | +3.1% | -25.1% | -19.0% |
| 3M | -32.7% | -0.5% | -32.2% | -32.9% |
| 6M | -59.8% | -1.6% | -58.2% | -60.6% |
| YTD | -19.9% | -1.6% | -18.3% | -21.6% |
| 1Y | -11.5% | -1.5% | -10.0% | -13.3% |
| 3Y | +258.1% | +12.4% | +245.7% | +314.3% |
| 5Y | +85.5% | -7.5% | +93.0% | +60.2% |
| 10Y | +492.2% | +5.2% | +487.0% | +549.1% |
| All | +3,612.2% | +129.2% | +3,483.0% | +13,751.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling