+3,134.4%
MTZ vs IFF
+856.0%
+2,278.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | -1.8% | +0.2% | -0.8% |
| 30D | -11.1% | -2.0% | -9.1% | -10.5% |
| 3M | -36.7% | +18.5% | -55.2% | -42.2% |
| 6M | -21.9% | +11.7% | -33.6% | -27.8% |
| YTD | +9.1% | +29.6% | -20.5% | -6.2% |
| 1Y | +30.0% | +35.0% | -5.0% | +8.9% |
| 3Y | +138.5% | +32.3% | +106.2% | +96.4% |
| 5Y | +158.3% | -34.6% | +192.9% | +184.1% |
| 10Y | +700.8% | -20.6% | +721.4% | +673.8% |
| All | +3,134.4% | +856.0% | +2,278.4% | +1,217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling