+25.9%
IWM vs MTZ
+98.6%
-72.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.3% |
| 7D | -0.3% | +12.9% | -13.2% | -3.6% |
| 30D | +1.9% | -8.5% | +10.4% | +3.4% |
| 3M | -5.7% | -30.6% | +24.9% | +2.5% |
| 6M | -0.3% | -55.1% | +54.8% | +20.4% |
| YTD | +15.8% | -13.0% | +28.8% | +13.5% |
| 1Y | +17.1% | -4.3% | +21.3% | +11.3% |
| 3Y | +73.1% | +284.0% | -211.0% | +3.9% |
| 5Y | +25.9% | +97.7% | -71.8% | -12.5% |
| All | +25.9% | +98.6% | -72.7% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling