+22.1%
MTZ vs IFF
+32.7%
-10.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | 0.0% | -2.8% | +2.8% | -0.1% |
| 30D | -14.8% | -1.1% | -13.7% | -14.8% |
| 3M | -30.8% | +13.8% | -44.6% | -31.1% |
| 6M | -22.6% | +16.7% | -39.3% | -22.9% |
| YTD | +6.8% | +26.1% | -19.3% | +7.4% |
| 1Y | +22.1% | +33.5% | -11.4% | +19.8% |
| All | +22.1% | +32.7% | -10.6% | +19.8% |
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