+932.8%
MTZ vs INDA
+122.9%
+809.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.7% |
| 7D | -8.7% | +6.2% | -14.9% | -12.3% |
| 30D | -15.0% | +12.4% | -27.3% | -21.1% |
| 3M | -32.6% | +3.2% | -35.7% | -34.1% |
| 6M | -56.3% | +3.8% | -60.1% | -57.5% |
| YTD | -16.8% | -4.3% | -12.5% | -15.0% |
| 1Y | -10.0% | -4.5% | -5.6% | -8.0% |
| 3Y | +267.1% | +17.1% | +250.0% | +232.3% |
| 5Y | +89.9% | +11.0% | +78.8% | +76.7% |
| 10Y | +442.2% | +107.5% | +334.7% | +243.1% |
| All | +932.8% | +122.9% | +809.8% | +515.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling