-47.7%
MTZ vs INIO
-54.0%
+6.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.7% | -5.0% | +0.5% |
| 7D | +12.9% | +2.4% | +10.4% | +11.5% |
| 30D | -8.5% | -18.9% | +10.3% | -1.3% |
| 3M | -30.6% | -45.0% | +14.4% | -10.8% |
| All | -47.7% | -54.0% | +6.3% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 1y: compounded portfolio wealth divided by compounded INIO 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…
1y analysis · Full analysis span regression · Available span rolling