+166.4%
MTZ vs GWW
+222.6%
-56.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.7% | +6.5% | +5.1% |
| 7D | +3.6% | -1.5% | +5.1% | +4.2% |
| 30D | -9.6% | +1.1% | -10.8% | -10.2% |
| 3M | -31.9% | -1.0% | -31.0% | -32.2% |
| 6M | -13.8% | +16.3% | -30.1% | -21.3% |
| YTD | +13.3% | +28.5% | -15.3% | -2.7% |
| 1Y | +39.3% | +30.3% | +9.0% | +18.6% |
| 3Y | +168.3% | +91.6% | +76.7% | +89.7% |
| 5Y | +166.4% | +224.0% | -57.6% | +47.8% |
| All | +166.4% | +222.6% | -56.2% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling