+166.4%
MTZ vs ITW
+36.7%
+129.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.1% |
| 7D | +3.6% | -0.4% | +4.0% | +3.8% |
| 30D | -9.6% | -9.4% | -0.2% | -4.0% |
| 3M | -31.9% | +7.1% | -39.0% | -36.0% |
| 6M | -13.8% | -1.9% | -12.0% | -14.2% |
| YTD | +13.3% | +10.4% | +2.8% | +3.3% |
| 1Y | +39.3% | +3.3% | +36.0% | +32.8% |
| 3Y | +168.3% | +21.0% | +147.3% | +122.7% |
| 5Y | +166.4% | +36.3% | +130.1% | +85.3% |
| All | +166.4% | +36.7% | +129.7% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling