+113.1%
MTZ vs IOT
+69.6%
+43.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.5% | +8.1% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -11.1% | +1.6% | -12.7% | -11.5% |
| 3M | -30.6% | +3.3% | -33.9% | -31.4% |
| 6M | -54.4% | +42.0% | -96.4% | -58.1% |
| YTD | -13.0% | +19.1% | -32.2% | -18.7% |
| 1Y | -5.7% | +8.8% | -14.4% | -10.4% |
| 3Y | +297.2% | +79.2% | +217.9% | +238.4% |
| All | +113.1% | +69.6% | +43.5% | +70.0% |
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 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