+63.3%
IWM vs MTZ
+160.8%
-97.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.8% |
| 7D | -1.1% | +2.3% | -3.4% | -1.7% |
| 30D | -3.1% | -10.3% | +7.2% | -0.7% |
| 3M | +2.2% | -31.8% | +34.0% | +10.3% |
| 6M | +15.1% | -19.2% | +34.3% | +17.8% |
| YTD | +18.6% | +10.7% | +7.8% | +10.6% |
| 1Y | +24.0% | +37.5% | -13.6% | +8.2% |
| All | +63.3% | +160.8% | -97.4% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling