+492.6%
MTZ vs IVZ
+55.7%
+437.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.8% | +1.8% | +5.1% |
| 7D | -2.4% | +4.1% | -6.5% | -4.8% |
| 30D | -11.1% | -2.0% | -9.1% | -10.7% |
| 3M | -30.6% | -7.8% | -22.8% | -28.1% |
| 6M | -54.4% | +6.3% | -60.7% | -56.3% |
| YTD | -13.0% | +12.6% | -25.6% | -20.2% |
| 1Y | -5.7% | +27.6% | -33.3% | -19.1% |
| 3Y | +297.2% | +154.0% | +143.1% | +131.3% |
| 5Y | +95.9% | +37.3% | +58.6% | +50.5% |
| 10Y | +492.6% | +50.5% | +442.1% | +270.6% |
| All | +492.6% | +55.7% | +437.0% | +270.6% |
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