+95.0%
MTZ vs IWD
+72.9%
+22.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.6% |
| 7D | +5.0% | +2.3% | +2.7% | +2.0% |
| 30D | -6.0% | +3.6% | -9.6% | -11.2% |
| 3M | -36.1% | +2.2% | -38.3% | -38.6% |
| 6M | -56.9% | +13.0% | -69.8% | -64.3% |
| YTD | -15.9% | +26.5% | -42.4% | -40.9% |
| 1Y | -3.8% | +30.1% | -34.0% | -35.0% |
| 3Y | +272.3% | +84.9% | +187.4% | +60.0% |
| All | +95.0% | +72.9% | +22.1% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling