+22.1%
MTZ vs WTW
-2.8%
+25.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.3% |
| 7D | 0.0% | -7.8% | +7.8% | -2.8% |
| 30D | -14.8% | -7.9% | -7.0% | -17.0% |
| 3M | -30.8% | +19.9% | -50.8% | -25.2% |
| 6M | -22.6% | +9.8% | -32.4% | -17.2% |
| YTD | +6.8% | -3.3% | +10.2% | +12.5% |
| 1Y | +22.1% | -3.3% | +25.4% | +30.9% |
| All | +22.1% | -2.8% | +25.0% | +30.9% |
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