+468.7%
MTZ vs IJH
+1,075.9%
-607.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +1.9% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | -11.1% | -1.5% | -9.6% | -9.1% |
| 3M | -36.7% | +0.8% | -37.5% | -36.8% |
| 6M | -21.9% | +7.6% | -29.5% | -28.0% |
| YTD | +9.1% | +15.5% | -6.4% | -7.9% |
| 1Y | +30.0% | +16.9% | +13.1% | +8.4% |
| 3Y | +138.5% | +48.1% | +90.4% | +52.6% |
| 5Y | +158.3% | +47.8% | +110.5% | +63.9% |
| 10Y | +700.8% | +178.6% | +522.2% | +142.9% |
| All | +468.7% | +1,075.9% | -607.2% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling