-14.3%
MTZ vs IWD
+33.0%
-47.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.6% | -18.0% | -17.5% |
| 7D | -7.4% | +2.5% | -9.9% | -9.8% |
| 30D | -23.6% | +6.0% | -29.6% | -28.7% |
| 3M | -38.3% | +3.8% | -42.1% | -41.0% |
| 6M | -60.6% | +16.3% | -76.9% | -68.8% |
| YTD | -22.9% | +27.5% | -50.4% | -48.2% |
| 1Y | -14.3% | +32.8% | -47.1% | -45.8% |
| All | -14.3% | +33.0% | -47.3% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling