+258.1%
MTZ vs TW
+39.9%
+218.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.5% |
| 7D | -6.4% | +4.2% | -10.7% | -6.5% |
| 30D | -22.1% | +18.9% | -41.0% | -22.5% |
| 3M | -32.7% | +23.8% | -56.5% | -33.1% |
| 6M | -59.8% | +17.0% | -76.9% | -59.7% |
| YTD | -19.9% | +19.2% | -39.1% | -20.9% |
| 1Y | -11.5% | +20.1% | -31.6% | -12.8% |
| 3Y | +258.1% | +40.5% | +217.6% | +272.5% |
| All | +258.1% | +39.9% | +218.1% | +272.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling