+95.0%
MTZ vs IJH
+36.2%
+58.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.1% |
| 7D | +5.0% | +2.3% | +2.7% | +2.2% |
| 30D | -6.0% | +2.1% | -8.1% | -8.4% |
| 3M | -36.1% | -5.7% | -30.5% | -31.0% |
| 6M | -56.9% | +1.4% | -58.3% | -57.2% |
| YTD | -15.9% | +12.6% | -28.6% | -26.5% |
| 1Y | -3.8% | +16.1% | -20.0% | -18.9% |
| 3Y | +272.3% | +57.8% | +214.4% | +128.9% |
| All | +95.0% | +36.2% | +58.8% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling