-3.8%
MTZ vs GWW
+59.1%
-63.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.4% |
| 7D | +5.0% | +3.6% | +1.4% | +5.5% |
| 30D | -6.0% | +12.1% | -18.1% | -5.1% |
| 3M | -36.1% | +12.9% | -49.0% | -35.5% |
| 6M | -56.9% | +19.3% | -76.2% | -57.1% |
| YTD | -15.9% | +48.7% | -64.6% | -19.8% |
| 1Y | -3.8% | +60.5% | -64.3% | -9.5% |
| All | -3.8% | +59.1% | -63.0% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling