-56.9%
MTZ vs IFF
+5.0%
-61.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.1% |
| 7D | +5.0% | -1.8% | +6.8% | +4.8% |
| 30D | -6.0% | -9.4% | +3.4% | -6.8% |
| 3M | -36.1% | -3.0% | -33.1% | -35.5% |
| 6M | -56.9% | +5.8% | -62.7% | -55.7% |
| All | -56.9% | +5.0% | -61.8% | -55.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling