+168.3%
MTZ vs WTW
+65.4%
+103.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.8% | +6.6% | +3.6% |
| 7D | +3.6% | -2.7% | +6.3% | +3.4% |
| 30D | -9.6% | -5.6% | -4.0% | -9.8% |
| 3M | -31.9% | +26.5% | -58.4% | -31.3% |
| 6M | -13.8% | +8.1% | -21.9% | -11.8% |
| YTD | +13.3% | -0.3% | +13.6% | +17.0% |
| 1Y | +39.3% | -0.9% | +40.1% | +43.9% |
| 3Y | +168.3% | +66.6% | +101.7% | +137.6% |
| All | +168.3% | +65.4% | +103.0% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling