+272.3%
MTZ vs IJH
+58.2%
+214.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.1% |
| 7D | +5.0% | +2.3% | +2.7% | +1.8% |
| 30D | -6.0% | +2.1% | -8.1% | -8.9% |
| 3M | -36.1% | -5.7% | -30.5% | -30.0% |
| 6M | -56.9% | +1.4% | -58.3% | -57.3% |
| YTD | -15.9% | +12.6% | -28.6% | -28.4% |
| 1Y | -3.8% | +16.1% | -20.0% | -21.6% |
| 3Y | +272.3% | +57.8% | +214.4% | +99.2% |
| All | +272.3% | +58.2% | +214.1% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling