+501.4%
MTZ vs IP
+26.3%
+475.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.8% | +8.7% | +9.1% |
| 7D | -6.4% | -5.1% | -1.4% | -4.1% |
| 30D | -22.1% | +8.5% | -30.6% | -25.6% |
| 3M | -32.7% | -13.8% | -18.9% | -28.2% |
| 6M | -59.8% | +5.7% | -65.6% | -61.9% |
| YTD | -19.9% | -9.1% | -10.8% | -20.5% |
| 1Y | -11.5% | -0.8% | -10.7% | -16.7% |
| 3Y | +258.1% | +14.8% | +243.3% | +183.3% |
| 5Y | +85.5% | -11.5% | +97.0% | +70.0% |
| All | +501.4% | +26.3% | +475.1% | +229.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling