+258.1%
MTZ vs IVZ
+122.1%
+136.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.5% | +9.5% |
| 7D | -6.4% | -2.4% | -4.0% | -5.7% |
| 30D | -22.1% | -11.2% | -10.8% | -17.5% |
| 3M | -32.7% | -14.0% | -18.7% | -27.6% |
| 6M | -59.8% | +0.5% | -60.3% | -60.4% |
| YTD | -19.9% | +5.4% | -25.3% | -24.3% |
| 1Y | -11.5% | +19.5% | -30.9% | -22.5% |
| 3Y | +258.1% | +128.7% | +129.4% | +84.0% |
| All | +258.1% | +122.1% | +136.0% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling