+468.7%
MTZ vs IWD
+726.5%
-257.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +3.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.3% |
| 30D | -11.1% | +0.6% | -11.7% | -11.9% |
| 3M | -36.7% | +7.2% | -43.9% | -42.4% |
| 6M | -21.9% | +16.2% | -38.1% | -35.7% |
| YTD | +9.1% | +23.3% | -14.2% | -16.8% |
| 1Y | +30.0% | +29.6% | +0.4% | -6.7% |
| 3Y | +138.5% | +70.5% | +68.0% | +24.0% |
| 5Y | +158.3% | +73.5% | +84.9% | +32.2% |
| 10Y | +700.8% | +198.3% | +502.5% | +122.1% |
| All | +468.7% | +726.5% | -257.8% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling