+753.8%
IWM vs MTZ
+313.1%
+440.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.1% |
| 7D | +1.4% | +5.0% | -3.6% | +0.3% |
| 30D | +2.3% | -6.0% | +8.3% | +2.9% |
| 3M | -8.3% | -36.1% | +27.8% | -0.2% |
| 6M | -1.3% | -56.9% | +55.5% | +15.3% |
| YTD | +13.5% | -15.9% | +29.4% | +14.1% |
| 1Y | +18.4% | -3.8% | +22.2% | +15.5% |
| 3Y | +69.6% | +272.3% | -202.6% | +20.6% |
| 5Y | +23.3% | +91.1% | -67.8% | -1.6% |
| 10Y | +147.0% | +426.0% | -279.0% | +53.1% |
| All | +753.8% | +313.1% | +440.8% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling