-23.3%
MTZ vs IRE
-98.0%
+74.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -33.9% | +28.8% | -1.1% |
| 7D | -10.6% | -57.1% | +46.5% | -2.7% |
| 30D | -30.4% | -84.4% | +54.1% | -16.0% |
| 3M | -40.4% | -85.0% | +44.5% | -29.0% |
| 6M | -63.7% | -95.2% | +31.6% | -54.9% |
| YTD | -26.9% | -93.9% | +67.1% | -16.4% |
| 1Y | -20.2% | -98.8% | +78.7% | +0.5% |
| All | -23.3% | -98.0% | +74.7% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling