+766.7%
MTZ vs WTW
+198.0%
+568.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.5% |
| 7D | +1.4% | -5.7% | +7.1% | +3.9% |
| 30D | -14.5% | -7.3% | -7.2% | -12.0% |
| 3M | -32.9% | +21.5% | -54.4% | -39.4% |
| 6M | -20.8% | +9.6% | -30.5% | -26.1% |
| YTD | +10.6% | -3.3% | +13.9% | +8.8% |
| 1Y | +27.1% | -6.1% | +33.2% | +26.6% |
| 3Y | +166.1% | +61.8% | +104.3% | +87.2% |
| 5Y | +170.7% | +42.7% | +128.0% | +102.4% |
| All | +766.7% | +198.0% | +568.6% | +341.2% |
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