+5,245.1%
MTZ vs IRM
+9,964.6%
-4,719.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -11.1% | -8.1% | -3.0% | -8.0% |
| 3M | -36.7% | -9.7% | -27.0% | -33.9% |
| 6M | -21.9% | +10.0% | -31.9% | -24.5% |
| YTD | +9.1% | +43.0% | -33.9% | -5.1% |
| 1Y | +30.0% | +32.7% | -2.7% | +16.0% |
| 3Y | +138.5% | +102.7% | +35.7% | +81.2% |
| 5Y | +158.3% | +187.6% | -29.2% | +68.8% |
| 10Y | +700.8% | +420.1% | +280.7% | +308.8% |
| All | +5,245.1% | +9,964.6% | -4,719.5% | +1,153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling