+272.3%
MTZ vs IRM
+112.1%
+160.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -0.8% |
| 7D | +5.0% | +6.8% | -1.8% | +0.8% |
| 30D | -6.0% | +2.6% | -8.6% | -8.2% |
| 3M | -36.1% | -9.5% | -26.6% | -32.2% |
| 6M | -56.9% | -8.5% | -48.4% | -54.4% |
| YTD | -15.9% | +40.3% | -56.2% | -32.0% |
| 1Y | -3.8% | +28.7% | -32.5% | -18.1% |
| 3Y | +272.3% | +111.8% | +160.4% | +103.8% |
| All | +272.3% | +112.1% | +160.2% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling