+37.5%
MTZ vs IOT
-3.4%
+40.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -2.6% |
| 7D | +2.3% | +5.1% | -2.8% | +2.8% |
| 30D | -10.3% | -3.0% | -7.3% | -10.4% |
| 3M | -31.8% | +15.0% | -46.8% | -30.9% |
| 6M | -19.2% | +13.1% | -32.3% | -17.4% |
| YTD | +10.7% | +9.0% | +1.7% | +17.3% |
| 1Y | +37.5% | +0.1% | +37.4% | +51.0% |
| All | +37.5% | -3.4% | +40.9% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling