-14.3%
MTZ vs INDA
-7.3%
-7.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.7% | -18.1% | -16.4% |
| 7D | -7.4% | +6.9% | -14.3% | -10.4% |
| 30D | -23.6% | +7.4% | -31.0% | -26.2% |
| 3M | -38.3% | -1.0% | -37.3% | -37.8% |
| 6M | -60.6% | +2.9% | -63.5% | -61.1% |
| YTD | -22.9% | -7.4% | -15.5% | -19.8% |
| 1Y | -14.3% | -7.4% | -6.9% | -11.1% |
| All | -14.3% | -7.3% | -7.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling