+444.4%
MTZ vs IWD
+205.2%
+239.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.0% |
| 7D | +12.9% | -0.6% | +13.4% | +14.0% |
| 30D | -8.5% | +3.6% | -12.1% | -13.6% |
| 3M | -30.6% | +2.7% | -33.3% | -33.8% |
| 6M | -55.1% | +13.2% | -68.3% | -62.8% |
| YTD | -13.0% | +26.8% | -39.7% | -38.3% |
| 1Y | -4.3% | +29.3% | -33.5% | -33.8% |
| 3Y | +284.0% | +85.1% | +198.9% | +66.0% |
| 5Y | +97.7% | +74.2% | +23.5% | -6.8% |
| 10Y | +444.4% | +204.6% | +239.8% | -7.1% |
| All | +444.4% | +205.2% | +239.2% | -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