+404.4%
MTZ vs IWD
+202.4%
+202.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.6% |
| 7D | +16.5% | +1.7% | +14.8% | +14.0% |
| 30D | -10.2% | +3.2% | -13.4% | -14.7% |
| 3M | -34.2% | +2.3% | -36.5% | -36.9% |
| 6M | -56.0% | +12.9% | -68.9% | -63.4% |
| YTD | -14.8% | +26.2% | -41.1% | -39.2% |
| 1Y | -7.2% | +28.3% | -35.5% | -35.1% |
| 3Y | +275.8% | +84.4% | +191.4% | +63.4% |
| 5Y | +93.5% | +73.0% | +20.5% | -7.8% |
| All | +404.4% | +202.4% | +202.0% | -7.1% |
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