+157.9%
MTZ vs IRM
+189.3%
-31.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -11.1% | -8.1% | -3.0% | -6.7% |
| 3M | -36.7% | -9.7% | -27.0% | -32.8% |
| 6M | -21.9% | +10.0% | -31.9% | -25.4% |
| YTD | +9.1% | +43.0% | -33.9% | -9.5% |
| 1Y | +30.0% | +32.7% | -2.7% | +11.3% |
| 3Y | +138.5% | +102.7% | +35.7% | +65.4% |
| All | +157.9% | +189.3% | -31.4% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling