+376.3%
MTZ vs TW
+221.1%
+155.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | -1.6% | -2.3% | +0.7% | -0.9% |
| 30D | -11.1% | +3.9% | -15.0% | -12.2% |
| 3M | -36.7% | +5.7% | -42.4% | -39.0% |
| 6M | -21.9% | -14.5% | -7.4% | -19.1% |
| YTD | +9.1% | -0.9% | +10.0% | +6.4% |
| 1Y | +30.0% | -13.5% | +43.5% | +33.3% |
| 3Y | +138.5% | +25.0% | +113.5% | +107.9% |
| 5Y | +158.3% | +22.7% | +135.7% | +120.4% |
| All | +376.3% | +221.1% | +155.2% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling