+97.8%
MTZ vs ITW
+38.4%
+59.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +12.9% | -1.6% | +14.5% | +13.9% |
| 30D | -8.5% | +8.9% | -17.4% | -13.4% |
| 3M | -30.6% | -0.9% | -29.7% | -30.6% |
| 6M | -55.1% | +16.0% | -71.1% | -60.0% |
| YTD | -13.0% | +19.4% | -32.4% | -24.6% |
| 1Y | -4.3% | +20.7% | -24.9% | -17.9% |
| 3Y | +284.0% | +33.4% | +250.6% | +197.8% |
| All | +97.8% | +38.4% | +59.3% | +36.3% |
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