+157.9%
MTZ vs TW
+23.1%
+134.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -1.6% | -2.3% | +0.7% | -1.1% |
| 30D | -11.1% | +3.9% | -15.0% | -11.8% |
| 3M | -36.7% | +5.7% | -42.4% | -38.3% |
| 6M | -21.9% | -14.5% | -7.4% | -18.9% |
| YTD | +9.1% | -0.9% | +10.0% | +7.3% |
| 1Y | +30.0% | -13.5% | +43.5% | +33.9% |
| 3Y | +138.5% | +25.0% | +113.5% | +114.1% |
| All | +157.9% | +23.1% | +134.8% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling