+739.9%
MTZ vs IWF
+409.9%
+330.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +4.1% |
| 7D | +3.6% | +1.5% | +2.1% | +2.0% |
| 30D | -9.6% | -1.3% | -8.4% | -8.4% |
| 3M | -31.9% | +0.1% | -32.1% | -31.6% |
| 6M | -13.8% | +10.3% | -24.1% | -21.3% |
| YTD | +13.3% | +4.2% | +9.1% | +9.3% |
| 1Y | +39.3% | +9.3% | +30.0% | +28.9% |
| 3Y | +168.3% | +79.3% | +89.0% | +60.0% |
| 5Y | +166.4% | +73.8% | +92.6% | +60.7% |
| 10Y | +739.9% | +410.9% | +329.0% | +58.4% |
| All | +739.9% | +409.9% | +330.0% | +58.4% |
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