+271.7%
MTZ vs TW
+298.0%
-26.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +16.5% | +3.2% | +13.3% | +15.4% |
| 30D | -10.2% | +19.7% | -29.9% | -15.0% |
| 3M | -34.2% | +26.8% | -61.0% | -38.9% |
| 6M | -56.0% | +20.9% | -76.8% | -59.2% |
| YTD | -14.8% | +22.9% | -37.7% | -22.4% |
| 1Y | -7.2% | +20.4% | -27.6% | -14.8% |
| 3Y | +275.8% | +42.9% | +232.9% | +216.6% |
| 5Y | +93.5% | +40.2% | +53.3% | +60.1% |
| All | +271.7% | +298.0% | -26.3% | +97.6% |
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