+980.4%
MTZ vs INDA
+122.4%
+858.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.8% |
| 7D | +12.9% | +3.1% | +9.8% | +10.9% |
| 30D | -8.5% | +11.3% | -19.8% | -14.6% |
| 3M | -30.6% | +3.0% | -33.6% | -32.1% |
| 6M | -55.1% | +6.5% | -61.7% | -57.0% |
| YTD | -13.0% | -4.6% | -8.4% | -11.0% |
| 1Y | -4.3% | -5.8% | +1.5% | -1.3% |
| 3Y | +284.0% | +16.8% | +267.2% | +248.1% |
| 5Y | +97.7% | +10.4% | +87.3% | +84.7% |
| 10Y | +444.4% | +116.8% | +327.6% | +237.3% |
| All | +980.4% | +122.4% | +858.0% | +544.6% |
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