+398.0%
MTZ vs IWD
+203.0%
+195.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.6% |
| 7D | +5.0% | +2.3% | +2.7% | +2.0% |
| 30D | -6.0% | +3.6% | -9.6% | -11.2% |
| 3M | -36.1% | +2.2% | -38.3% | -38.6% |
| 6M | -56.9% | +13.0% | -69.8% | -64.1% |
| YTD | -15.9% | +26.5% | -42.4% | -40.2% |
| 1Y | -3.8% | +30.1% | -34.0% | -34.2% |
| 3Y | +272.3% | +84.9% | +187.4% | +61.3% |
| 5Y | +91.1% | +73.4% | +17.7% | -9.2% |
| All | +398.0% | +203.0% | +195.0% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling