+415.5%
MTZ vs ITW
+193.9%
+221.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.4% |
| 7D | +12.9% | -1.6% | +14.5% | +14.3% |
| 30D | -8.5% | +8.9% | -17.4% | -14.8% |
| 3M | -30.6% | -0.9% | -29.7% | -30.8% |
| 6M | -55.1% | +16.0% | -71.1% | -61.0% |
| YTD | -13.0% | +19.4% | -32.4% | -26.9% |
| 1Y | -4.3% | +20.7% | -24.9% | -20.4% |
| 3Y | +284.0% | +33.4% | +250.6% | +187.7% |
| 5Y | +97.7% | +39.1% | +58.6% | +40.2% |
| All | +415.5% | +193.9% | +221.6% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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