+753.2%
MTZ vs GWW
+553.5%
+199.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | +2.3% | -0.5% | +2.7% | +2.4% |
| 30D | -10.3% | -1.4% | -8.9% | -9.7% |
| 3M | -31.8% | -3.6% | -28.2% | -31.1% |
| 6M | -19.2% | +15.1% | -34.3% | -25.7% |
| YTD | +10.7% | +27.5% | -16.8% | -4.0% |
| 1Y | +37.5% | +29.6% | +7.9% | +18.0% |
| 3Y | +162.4% | +90.1% | +72.3% | +85.2% |
| 5Y | +166.3% | +222.6% | -56.3% | +41.2% |
| 10Y | +753.2% | +566.5% | +186.7% | +258.6% |
| All | +753.2% | +553.5% | +199.7% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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