+177.5%
MTZ vs IOT
+61.2%
+116.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +3.6% | +2.8% | +0.8% | +3.0% |
| 30D | -9.6% | -1.8% | -7.9% | -9.5% |
| 3M | -31.9% | +17.9% | -49.8% | -34.7% |
| 6M | -13.8% | +13.5% | -27.4% | -17.7% |
| YTD | +13.3% | +13.3% | 0.0% | +7.2% |
| 1Y | +39.3% | -3.3% | +42.6% | +35.8% |
| 3Y | +168.3% | +31.3% | +137.0% | +139.9% |
| All | +177.5% | +61.2% | +116.3% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling