+739.9%
MTZ vs IVZ
+61.1%
+678.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +4.9% |
| 7D | +3.6% | +1.1% | +2.5% | +2.8% |
| 30D | -9.6% | +3.1% | -12.7% | -11.2% |
| 3M | -31.9% | +18.2% | -50.1% | -37.9% |
| 6M | -13.8% | +38.6% | -52.4% | -28.0% |
| YTD | +13.3% | +25.9% | -12.7% | -1.4% |
| 1Y | +39.3% | +51.7% | -12.4% | +9.6% |
| 3Y | +168.3% | +138.7% | +29.7% | +61.8% |
| 5Y | +166.4% | +62.8% | +103.6% | +87.2% |
| 10Y | +739.9% | +60.9% | +679.0% | +427.3% |
| All | +739.9% | +61.1% | +678.8% | +427.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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