+258.1%
MTZ vs INDA
+15.9%
+242.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.8% | +8.2% |
| 7D | -6.4% | +6.6% | -13.1% | -11.1% |
| 30D | -22.1% | +10.4% | -32.4% | -28.1% |
| 3M | -32.7% | +1.5% | -34.2% | -33.6% |
| 6M | -59.8% | +1.7% | -61.5% | -60.4% |
| YTD | -19.9% | -5.8% | -14.1% | -15.8% |
| 1Y | -11.5% | -5.1% | -6.4% | -7.6% |
| 3Y | +258.1% | +16.0% | +242.1% | +154.7% |
| All | +258.1% | +15.9% | +242.1% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling