+171.3%
MTZ vs IOT
+55.2%
+116.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.6% |
| 7D | +2.3% | +5.1% | -2.8% | +1.4% |
| 30D | -10.3% | -3.0% | -7.3% | -10.0% |
| 3M | -31.8% | +15.0% | -46.8% | -34.3% |
| 6M | -19.2% | +13.1% | -32.3% | -22.9% |
| YTD | +10.7% | +9.0% | +1.7% | +5.4% |
| 1Y | +37.5% | +0.1% | +37.4% | +32.9% |
| 3Y | +162.4% | +26.4% | +135.9% | +136.0% |
| All | +171.3% | +55.2% | +116.1% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling