+9,052.6%
ITW vs MTB
+8,245.1%
+807.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.4% | +2.8% | -3.2% | -1.5% |
| 30D | -9.4% | -4.2% | -5.2% | -8.0% |
| 3M | +7.1% | +7.8% | -0.7% | +4.0% |
| 6M | -1.9% | +14.8% | -16.7% | -7.0% |
| YTD | +10.4% | +20.8% | -10.3% | +2.6% |
| 1Y | +3.3% | +23.1% | -19.8% | -4.9% |
| 3Y | +21.0% | +114.8% | -93.8% | -11.3% |
| 5Y | +36.3% | +103.3% | -67.0% | -1.4% |
| 10Y | +185.8% | +173.0% | +12.8% | +74.6% |
| All | +9,052.6% | +8,245.1% | +807.5% | +1,731.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling