-14.3%
MTZ vs WTW
+8.6%
-22.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.0% | -18.4% | -14.2% |
| 7D | -7.4% | +4.9% | -12.3% | -5.5% |
| 30D | -23.6% | +17.1% | -40.7% | -18.7% |
| 3M | -38.3% | -0.3% | -38.0% | -37.9% |
| 6M | -60.6% | +30.7% | -91.3% | -55.4% |
| YTD | -22.9% | +3.7% | -26.6% | -15.9% |
| 1Y | -14.3% | +5.9% | -20.2% | -6.6% |
| All | -14.3% | +8.6% | -22.9% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling