+188.3%
ITW vs MTB
+173.8%
+14.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -8.3% | -4.8% | -3.5% | -6.5% |
| 3M | +6.0% | +6.0% | +0.1% | +3.5% |
| 6M | 0.0% | +19.6% | -19.6% | -7.2% |
| YTD | +10.2% | +21.5% | -11.3% | +1.5% |
| 1Y | +3.2% | +24.7% | -21.5% | -6.1% |
| 3Y | +21.0% | +108.6% | -87.6% | -12.4% |
| 5Y | +37.9% | +106.7% | -68.8% | -4.0% |
| All | +188.3% | +173.8% | +14.4% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling