+3,134.4%
MTZ vs ITW
+9,591.0%
-6,456.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | -1.6% | -3.6% | +2.0% | +0.6% |
| 30D | -11.1% | -9.1% | -1.9% | -5.6% |
| 3M | -36.7% | +8.2% | -44.9% | -40.4% |
| 6M | -21.9% | -4.8% | -17.2% | -20.5% |
| YTD | +9.1% | +11.0% | -1.9% | +0.4% |
| 1Y | +30.0% | +4.2% | +25.7% | +24.0% |
| 3Y | +138.5% | +17.3% | +121.2% | +110.1% |
| 5Y | +158.3% | +33.0% | +125.3% | +109.1% |
| 10Y | +700.8% | +182.3% | +518.5% | +322.0% |
| All | +3,134.4% | +9,591.0% | -6,456.6% | +433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling