+398.0%
MTZ vs GWW
+658.3%
-260.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | +5.0% | +3.6% | +1.4% | +3.2% |
| 30D | -6.0% | +12.1% | -18.1% | -11.8% |
| 3M | -36.1% | +12.9% | -49.0% | -40.4% |
| 6M | -56.9% | +19.3% | -76.2% | -61.2% |
| YTD | -15.9% | +48.7% | -64.6% | -33.0% |
| 1Y | -3.8% | +60.5% | -64.3% | -26.4% |
| 3Y | +272.3% | +93.3% | +179.0% | +159.5% |
| 5Y | +91.1% | +219.0% | -127.9% | +1.9% |
| All | +398.0% | +658.3% | -260.3% | +107.6% |
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