+226.9%
MTZ vs IWD
+79.4%
+147.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -1.2% |
| 7D | -10.6% | -0.9% | -9.7% | -10.1% |
| 30D | -30.4% | +2.6% | -33.0% | -34.0% |
| 3M | -40.4% | +1.2% | -41.7% | -42.4% |
| 6M | -63.7% | +12.1% | -75.8% | -70.6% |
| YTD | -26.9% | +24.1% | -51.0% | -50.4% |
| 1Y | -20.2% | +28.5% | -48.7% | -48.9% |
| All | +226.9% | +79.4% | +147.5% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling