+167.4%
MTZ vs IOT
+61.4%
+106.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.5% |
| 7D | -1.6% | -2.3% | +0.8% | -1.3% |
| 30D | -11.1% | +3.8% | -14.9% | -11.7% |
| 3M | -36.7% | +14.2% | -50.9% | -38.9% |
| 6M | -21.9% | +40.1% | -62.1% | -29.0% |
| YTD | +9.1% | +13.4% | -4.3% | +3.3% |
| 1Y | +30.0% | +12.2% | +17.8% | +22.3% |
| 3Y | +138.5% | +30.0% | +108.5% | +113.5% |
| All | +167.4% | +61.4% | +106.0% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling