+263.1%
MTZ vs TW
+291.9%
-28.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.7% |
| 7D | -8.7% | +3.1% | -11.8% | -9.6% |
| 30D | -15.0% | +16.7% | -31.7% | -18.9% |
| 3M | -32.6% | +25.2% | -57.8% | -37.2% |
| 6M | -56.3% | +19.5% | -75.8% | -59.4% |
| YTD | -16.8% | +21.0% | -37.8% | -23.8% |
| 1Y | -10.0% | +19.0% | -29.0% | -17.1% |
| 3Y | +267.1% | +40.7% | +226.4% | +210.7% |
| 5Y | +89.9% | +40.1% | +49.7% | +56.7% |
| All | +263.1% | +291.9% | -28.8% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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