+398.0%
MTZ vs WTW
+218.5%
+179.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.2% | -2.1% |
| 7D | +5.0% | +2.0% | +3.0% | +4.1% |
| 30D | -6.0% | +12.9% | -18.9% | -11.3% |
| 3M | -36.1% | +0.7% | -36.9% | -37.0% |
| 6M | -56.9% | +39.5% | -96.3% | -63.9% |
| YTD | -15.9% | +3.1% | -19.0% | -20.1% |
| 1Y | -3.8% | +4.8% | -8.6% | -9.6% |
| 3Y | +272.3% | +42.9% | +229.3% | +184.4% |
| 5Y | +91.1% | +55.3% | +35.8% | +35.9% |
| All | +398.0% | +218.5% | +179.5% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling