-16.0%
MTZ vs IRE
-97.2%
+81.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +39.6% | -30.0% | +4.7% |
| 7D | -6.4% | -27.2% | +20.7% | -4.5% |
| 30D | -22.1% | -75.1% | +53.1% | -11.5% |
| 3M | -32.7% | -77.9% | +45.2% | -23.7% |
| 6M | -59.8% | -94.6% | +34.8% | -51.5% |
| YTD | -19.9% | -91.5% | +71.6% | -12.4% |
| 1Y | -11.5% | -97.8% | +86.4% | +4.5% |
| All | -16.0% | -97.2% | +81.3% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling