-14.3%
MTZ vs IFF
+44.8%
-59.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.9% | -10.5% | -15.4% |
| 7D | -7.4% | -3.3% | -4.1% | -7.3% |
| 30D | -23.6% | +5.3% | -28.9% | -23.2% |
| 3M | -38.3% | +8.9% | -47.2% | -37.8% |
| 6M | -60.6% | +26.3% | -86.9% | -60.2% |
| YTD | -22.9% | +32.2% | -55.1% | -20.0% |
| 1Y | -14.3% | +45.8% | -60.0% | -8.9% |
| All | -14.3% | +44.8% | -59.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling