+74.8%
MTZ vs INDA
+8.0%
+66.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.8% | +8.2% |
| 7D | -6.4% | +6.6% | -13.1% | -11.2% |
| 30D | -22.1% | +10.4% | -32.4% | -28.1% |
| 3M | -32.7% | +1.5% | -34.2% | -33.7% |
| 6M | -59.8% | +1.7% | -61.5% | -60.5% |
| YTD | -19.9% | -5.8% | -14.1% | -16.4% |
| 1Y | -11.5% | -5.1% | -6.4% | -8.3% |
| 3Y | +258.1% | +16.0% | +242.1% | +212.8% |
| All | +74.8% | +8.0% | +66.8% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling