+737.1%
MTZ vs IJH
+181.8%
+555.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.3% |
| 7D | 0.0% | -2.5% | +2.5% | +3.3% |
| 30D | -14.8% | -5.0% | -9.8% | -8.8% |
| 3M | -30.8% | +0.5% | -31.3% | -30.7% |
| 6M | -22.6% | +8.2% | -30.9% | -29.3% |
| YTD | +6.8% | +12.5% | -5.6% | -6.9% |
| 1Y | +22.1% | +14.4% | +7.8% | +4.6% |
| 3Y | +153.1% | +49.5% | +103.6% | +59.9% |
| 5Y | +161.4% | +47.8% | +113.6% | +65.8% |
| All | +737.1% | +181.8% | +555.2% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling