+166.4%
IWM vs MTZ
+773.6%
-607.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.7% |
| 7D | -2.4% | +1.4% | -3.8% | -2.9% |
| 30D | -4.6% | -14.5% | +9.9% | -0.1% |
| 3M | -0.3% | -32.9% | +32.7% | +10.3% |
| 6M | +14.7% | -20.8% | +35.6% | +19.4% |
| YTD | +17.8% | +10.6% | +7.2% | +9.3% |
| 1Y | +21.2% | +27.1% | -5.9% | +6.9% |
| 3Y | +62.3% | +166.1% | -103.8% | +6.1% |
| 5Y | +38.7% | +170.7% | -131.9% | -13.6% |
| All | +166.4% | +773.6% | -607.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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