+4.2%
ITW vs MTB
+23.4%
-19.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -3.6% | +1.7% | -5.3% | -4.3% |
| 30D | -9.1% | -4.2% | -5.0% | -7.4% |
| 3M | +8.2% | +8.9% | -0.6% | +4.4% |
| 6M | -4.8% | +10.9% | -15.6% | -9.2% |
| YTD | +11.0% | +21.5% | -10.5% | +2.7% |
| 1Y | +4.2% | +21.9% | -17.7% | -4.5% |
| All | +4.2% | +23.4% | -19.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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