+95.0%
MTZ vs IFF
-39.2%
+134.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.5% |
| 7D | +5.0% | -1.8% | +6.8% | +5.6% |
| 30D | -6.0% | -9.4% | +3.4% | -3.1% |
| 3M | -36.1% | -3.0% | -33.1% | -35.7% |
| 6M | -56.9% | +5.8% | -62.7% | -58.1% |
| YTD | -15.9% | +22.4% | -38.3% | -23.7% |
| 1Y | -3.8% | +23.0% | -26.9% | -13.1% |
| 3Y | +272.3% | +21.8% | +250.5% | +225.6% |
| All | +95.0% | -39.2% | +134.1% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling