+279.6%
MTZ vs TW
+287.8%
-8.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.2% | +8.5% |
| 7D | -2.4% | +3.4% | -5.8% | -3.4% |
| 30D | -11.1% | +15.5% | -26.6% | -14.9% |
| 3M | -30.6% | +25.1% | -55.8% | -35.4% |
| 6M | -54.4% | +18.2% | -72.6% | -57.4% |
| YTD | -13.0% | +19.7% | -32.7% | -20.1% |
| 1Y | -5.7% | +18.1% | -23.8% | -13.0% |
| 3Y | +297.2% | +40.5% | +256.6% | +235.9% |
| 5Y | +95.9% | +37.1% | +58.8% | +63.1% |
| All | +279.6% | +287.8% | -8.2% | +103.4% |
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 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