+398.0%
MTZ vs IFF
-12.5%
+410.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.6% |
| 7D | +5.0% | -1.8% | +6.8% | +5.8% |
| 30D | -6.0% | -9.4% | +3.4% | -2.1% |
| 3M | -36.1% | -3.0% | -33.1% | -35.6% |
| 6M | -56.9% | +5.8% | -62.7% | -58.6% |
| YTD | -15.9% | +22.4% | -38.3% | -25.9% |
| 1Y | -3.8% | +23.0% | -26.9% | -15.7% |
| 3Y | +272.3% | +21.8% | +250.5% | +216.2% |
| 5Y | +91.1% | -39.2% | +130.3% | +122.5% |
| All | +398.0% | -12.5% | +410.5% | +340.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling