-10.0%
MTZ vs IWD
+29.9%
-39.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.4% |
| 7D | -8.7% | +1.6% | -10.3% | -10.2% |
| 30D | -15.0% | +3.6% | -18.5% | -18.5% |
| 3M | -32.6% | +2.0% | -34.6% | -34.3% |
| 6M | -56.3% | +13.1% | -69.4% | -64.1% |
| YTD | -16.8% | +26.2% | -43.0% | -43.5% |
| 1Y | -10.0% | +29.6% | -39.6% | -41.1% |
| All | -10.0% | +29.9% | -39.9% | -41.1% |
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 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