+168.3%
MTZ vs INDA
+10.1%
+158.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +5.1% |
| 7D | +3.6% | -1.0% | +4.5% | +4.3% |
| 30D | -9.6% | -2.5% | -7.1% | -7.9% |
| 3M | -31.9% | +4.0% | -35.9% | -34.3% |
| 6M | -13.8% | -1.8% | -12.0% | -12.9% |
| YTD | +13.3% | -9.2% | +22.4% | +22.6% |
| 1Y | +39.3% | -7.2% | +46.5% | +47.1% |
| 3Y | +168.3% | +9.8% | +158.5% | +118.1% |
| All | +168.3% | +10.1% | +158.2% | +118.1% |
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 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