+501.4%
MTZ vs IRM
+456.9%
+44.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.6% | +9.0% |
| 7D | -6.4% | -8.6% | +2.2% | -2.2% |
| 30D | -22.1% | -8.0% | -14.1% | -18.9% |
| 3M | -32.7% | -12.0% | -20.7% | -28.2% |
| 6M | -59.8% | -18.2% | -41.7% | -55.3% |
| YTD | -19.9% | +31.4% | -51.3% | -30.7% |
| 1Y | -11.5% | +9.2% | -20.6% | -15.9% |
| 3Y | +258.1% | +94.6% | +163.5% | +152.2% |
| 5Y | +85.5% | +170.2% | -84.6% | +8.5% |
| All | +501.4% | +456.9% | +44.5% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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