+3,933.7%
MTZ vs IEF
+127.6%
+3,806.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.5% |
| 7D | +12.9% | -0.8% | +13.7% | +11.8% |
| 30D | -8.5% | +2.0% | -10.6% | -6.1% |
| 3M | -30.6% | -1.1% | -29.6% | -31.3% |
| 6M | -55.1% | -1.9% | -53.2% | -56.2% |
| YTD | -13.0% | -2.2% | -10.7% | -15.6% |
| 1Y | -4.3% | -2.3% | -1.9% | -7.3% |
| 3Y | +284.0% | +11.6% | +272.5% | +340.4% |
| 5Y | +97.7% | -7.1% | +104.7% | +72.2% |
| 10Y | +444.4% | +7.8% | +436.6% | +518.7% |
| All | +3,933.7% | +127.6% | +3,806.0% | +14,824.0% |
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