+39.3%
MTZ vs IVZ
+51.7%
-12.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +4.8% |
| 7D | +3.6% | +1.1% | +2.5% | +2.9% |
| 30D | -9.6% | +3.1% | -12.7% | -11.0% |
| 3M | -31.9% | +18.2% | -50.1% | -36.7% |
| 6M | -13.8% | +38.6% | -52.4% | -24.8% |
| YTD | +13.3% | +25.9% | -12.7% | -0.2% |
| 1Y | +39.3% | +51.7% | -12.4% | +16.2% |
| All | +39.3% | +51.7% | -12.4% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling