+30.0%
MTZ vs IP
-18.9%
+48.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.8% |
| 7D | -1.6% | -5.3% | +3.7% | -0.9% |
| 30D | -11.1% | -10.9% | -0.2% | -9.7% |
| 3M | -36.7% | +11.2% | -47.9% | -37.2% |
| 6M | -21.9% | -10.2% | -11.7% | -20.8% |
| YTD | +9.1% | -2.0% | +11.1% | +9.4% |
| 1Y | +30.0% | -19.1% | +49.1% | +30.8% |
| All | +30.0% | -18.9% | +48.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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