+148.1%
MTZ vs IP
+21.5%
+126.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.5% |
| 7D | -1.6% | -5.3% | +3.7% | -0.1% |
| 30D | -11.1% | -10.9% | -0.2% | -8.3% |
| 3M | -36.7% | +11.2% | -47.9% | -38.7% |
| 6M | -21.9% | -10.2% | -11.7% | -19.9% |
| YTD | +9.1% | -2.0% | +11.1% | +7.8% |
| 1Y | +30.0% | -19.1% | +49.1% | +36.9% |
| All | +148.1% | +21.5% | +126.6% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling