+449.0%
MTZ vs IP
+25.2%
+423.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.0% | -1.2% | -3.2% |
| 7D | -10.6% | -5.0% | -5.6% | -8.5% |
| 30D | -30.4% | +6.5% | -36.9% | -32.9% |
| 3M | -40.4% | -18.0% | -22.4% | -34.8% |
| 6M | -63.7% | +10.3% | -74.0% | -66.4% |
| YTD | -26.9% | -9.9% | -17.0% | -27.1% |
| 1Y | -20.2% | -1.1% | -19.1% | -24.9% |
| 3Y | +208.1% | +13.0% | +195.1% | +146.0% |
| 5Y | +69.4% | -12.3% | +81.6% | +55.8% |
| All | +449.0% | +25.2% | +423.8% | +201.8% |
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 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