+4,957.4%
MTZ vs IEF
+129.4%
+4,828.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.9% |
| 30D | -11.1% | -0.8% | -10.3% | -11.9% |
| 3M | -36.7% | -1.0% | -35.7% | -37.6% |
| 6M | -21.9% | -2.8% | -19.2% | -24.9% |
| YTD | +9.1% | -1.5% | +10.6% | +6.6% |
| 1Y | +30.0% | -0.4% | +30.4% | +28.8% |
| 3Y | +138.5% | +9.7% | +128.8% | +166.5% |
| 5Y | +158.3% | -8.3% | +166.7% | +119.3% |
| 10Y | +700.8% | +4.6% | +696.2% | +768.0% |
| All | +4,957.4% | +129.4% | +4,828.0% | +18,746.9% |
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