+19.6%
ITW vs MTB
+113.5%
-93.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | -2.4% | -0.4% | -1.9% | -2.2% |
| 30D | -9.5% | -4.6% | -4.9% | -7.8% |
| 3M | +6.6% | +7.4% | -0.8% | +3.5% |
| 6M | -1.8% | +18.7% | -20.4% | -8.4% |
| YTD | +9.0% | +21.1% | -12.1% | +0.6% |
| 1Y | +3.6% | +24.1% | -20.5% | -5.4% |
| All | +19.6% | +113.5% | -93.8% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling