+74.8%
MTZ vs IWD
+68.9%
+5.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +10.0% |
| 7D | -6.4% | -0.5% | -6.0% | -6.5% |
| 30D | -22.1% | +2.7% | -24.7% | -25.7% |
| 3M | -32.7% | +0.9% | -33.6% | -34.4% |
| 6M | -59.8% | +10.5% | -70.4% | -65.8% |
| YTD | -19.9% | +23.7% | -43.6% | -42.0% |
| 1Y | -11.5% | +28.7% | -40.2% | -39.4% |
| 3Y | +258.1% | +79.7% | +178.4% | +59.6% |
| All | +74.8% | +68.9% | +5.9% | -15.7% |
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