+4,922.8%
MTZ vs IVZ
+1,117.8%
+3,805.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -11.1% | +4.0% | -15.1% | -12.6% |
| 3M | -36.7% | +18.2% | -54.9% | -41.1% |
| 6M | -21.9% | +32.8% | -54.8% | -31.1% |
| YTD | +9.1% | +28.7% | -19.6% | -3.1% |
| 1Y | +30.0% | +55.4% | -25.4% | +6.5% |
| 3Y | +138.5% | +135.2% | +3.2% | +61.9% |
| 5Y | +158.3% | +64.2% | +94.2% | +97.7% |
| 10Y | +700.8% | +64.6% | +636.2% | +469.5% |
| All | +4,922.8% | +1,117.8% | +3,805.0% | +1,462.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling