+158.5%
MTZ vs ITW
+22.0%
+136.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | -1.6% | -3.6% | +2.0% | +0.1% |
| 30D | -11.1% | -9.1% | -1.9% | -6.9% |
| 3M | -36.7% | +8.2% | -44.9% | -40.5% |
| 6M | -21.9% | -4.8% | -17.2% | -20.8% |
| YTD | +9.1% | +11.0% | -1.9% | 0.0% |
| 1Y | +30.0% | +4.2% | +25.7% | +24.1% |
| All | +158.5% | +22.0% | +136.5% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling