+172.5%
MTZ vs IFF
+32.1%
+140.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.0% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | -9.6% | -0.3% | -9.3% | -9.7% |
| 3M | -31.9% | +18.6% | -50.5% | -35.0% |
| 6M | -13.8% | +17.4% | -31.2% | -17.9% |
| YTD | +13.3% | +28.5% | -15.2% | +4.3% |
| 1Y | +39.3% | +32.5% | +6.8% | +26.3% |
| All | +172.5% | +32.1% | +140.4% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling