+492.6%
MTZ vs IWD
+212.1%
+280.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +5.8% |
| 7D | -2.4% | +1.3% | -3.7% | -4.7% |
| 30D | -11.1% | +3.6% | -14.7% | -16.0% |
| 3M | -30.6% | +2.3% | -32.9% | -33.5% |
| 6M | -54.4% | +13.0% | -67.4% | -62.1% |
| YTD | -13.0% | +26.2% | -39.2% | -37.9% |
| 1Y | -5.7% | +30.5% | -36.1% | -35.7% |
| 3Y | +297.2% | +86.2% | +211.0% | +70.3% |
| 5Y | +95.9% | +72.9% | +23.0% | -6.7% |
| 10Y | +492.6% | +205.0% | +287.6% | +4.3% |
| All | +492.6% | +212.1% | +280.6% | +4.3% |
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