+166.3%
MTZ vs IJH
+47.6%
+118.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -0.9% |
| 7D | +2.3% | -0.7% | +3.0% | +3.2% |
| 30D | -10.3% | -3.8% | -6.4% | -5.5% |
| 3M | -31.8% | 0.0% | -31.9% | -31.3% |
| 6M | -19.2% | +8.8% | -27.9% | -26.4% |
| YTD | +10.7% | +13.5% | -2.8% | -4.3% |
| 1Y | +37.5% | +15.4% | +22.1% | +17.0% |
| 3Y | +162.4% | +50.9% | +111.4% | +68.5% |
| 5Y | +166.3% | +47.8% | +118.5% | +72.2% |
| All | +166.3% | +47.6% | +118.7% | +72.2% |
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 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