+95.0%
MTZ vs IVZ
+36.0%
+59.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -2.5% |
| 7D | +5.0% | +7.6% | -2.6% | +1.1% |
| 30D | -6.0% | +4.3% | -10.3% | -8.8% |
| 3M | -36.1% | -9.3% | -26.8% | -33.2% |
| 6M | -56.9% | +5.2% | -62.1% | -58.5% |
| YTD | -15.9% | +13.4% | -29.4% | -23.3% |
| 1Y | -3.8% | +25.4% | -29.2% | -17.2% |
| 3Y | +272.3% | +152.5% | +119.8% | +111.7% |
| All | +95.0% | +36.0% | +59.0% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling