+22.9%
ITW vs MTB
+27.0%
-4.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.8% |
| 7D | +6.3% | +2.0% | +4.3% | +5.3% |
| 30D | +11.1% | +2.9% | +8.2% | +9.5% |
| 3M | +0.1% | -10.7% | +10.8% | +5.9% |
| 6M | +18.1% | +6.3% | +11.7% | +14.0% |
| YTD | +21.4% | +13.8% | +7.6% | +11.7% |
| 1Y | +22.9% | +27.7% | -4.9% | +6.4% |
| All | +22.9% | +27.0% | -4.1% | +6.4% |
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