+30.0%
MTZ vs INDA
-5.0%
+34.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -11.1% | -0.8% | -10.3% | -10.7% |
| 3M | -36.7% | +3.9% | -40.6% | -37.8% |
| 6M | -21.9% | -0.7% | -21.2% | -22.9% |
| YTD | +9.1% | -7.7% | +16.8% | +9.8% |
| 1Y | +30.0% | -5.1% | +35.1% | +29.1% |
| All | +30.0% | -5.0% | +34.9% | +29.1% |
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