+281.1%
MTZ vs IWD
+731.9%
-450.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -1.8% |
| 7D | -10.6% | -0.9% | -9.7% | -10.2% |
| 30D | -30.4% | +2.6% | -33.0% | -33.3% |
| 3M | -40.4% | +1.2% | -41.7% | -42.0% |
| 6M | -63.7% | +12.1% | -75.8% | -69.1% |
| YTD | -26.9% | +24.1% | -51.0% | -45.2% |
| 1Y | -20.2% | +28.5% | -48.7% | -42.7% |
| 3Y | +208.1% | +79.5% | +128.7% | +48.4% |
| 5Y | +69.4% | +70.3% | -0.9% | -12.2% |
| 10Y | +440.6% | +212.5% | +228.1% | +40.2% |
| All | +281.1% | +731.9% | -450.9% | -62.9% |
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