+156.5%
MTZ vs IOT
+31.4%
+125.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.4% |
| 7D | -1.6% | -2.3% | +0.8% | -1.2% |
| 30D | -11.1% | +3.8% | -14.9% | -11.9% |
| 3M | -36.7% | +14.2% | -50.9% | -39.4% |
| 6M | -21.9% | +40.1% | -62.1% | -31.4% |
| YTD | +9.1% | +13.4% | -4.3% | +2.0% |
| 1Y | +30.0% | +12.2% | +17.8% | +19.9% |
| All | +156.5% | +31.4% | +125.1% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling