+442.2%
MTZ vs IWF
+377.5%
+64.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -3.5% |
| 7D | -8.7% | -2.9% | -5.8% | -5.9% |
| 30D | -15.0% | -10.9% | -4.1% | -4.6% |
| 3M | -32.6% | -8.1% | -24.5% | -26.6% |
| 6M | -56.3% | -7.5% | -48.8% | -52.5% |
| YTD | -16.8% | -3.4% | -13.4% | -13.4% |
| 1Y | -10.0% | -5.0% | -5.0% | -4.6% |
| 3Y | +267.1% | +64.0% | +203.1% | +139.5% |
| 5Y | +89.9% | +56.8% | +33.1% | +27.1% |
| 10Y | +442.2% | +381.2% | +61.1% | +7.5% |
| All | +442.2% | +377.5% | +64.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling