-12.7%
MTZ vs IRE
-97.7%
+85.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.8% | +11.5% | -2.4% |
| 7D | -8.7% | -41.9% | +33.2% | -3.9% |
| 30D | -15.0% | -75.1% | +60.1% | -3.3% |
| 3M | -32.6% | -82.4% | +49.8% | -21.5% |
| 6M | -56.3% | -95.5% | +39.2% | -46.0% |
| YTD | -16.8% | -93.1% | +76.3% | -6.9% |
| 1Y | -10.0% | -97.8% | +87.7% | +7.0% |
| All | -12.7% | -97.7% | +85.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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