+753.2%
MTZ vs ITW
+183.0%
+570.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -0.9% |
| 7D | +2.3% | -1.9% | +4.2% | +3.8% |
| 30D | -10.3% | -10.4% | +0.1% | -2.5% |
| 3M | -31.8% | +3.5% | -35.4% | -34.7% |
| 6M | -19.2% | -3.4% | -15.8% | -18.5% |
| YTD | +10.7% | +8.5% | +2.2% | +1.0% |
| 1Y | +37.5% | +3.2% | +34.3% | +29.9% |
| 3Y | +162.4% | +18.9% | +143.5% | +116.9% |
| 5Y | +166.3% | +35.0% | +131.3% | +93.4% |
| 10Y | +753.2% | +188.6% | +564.5% | +209.7% |
| All | +753.2% | +183.0% | +570.2% | +209.7% |
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