+166.3%
MTZ vs WTW
+45.2%
+121.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.3% | -1.5% |
| 7D | +2.3% | -7.1% | +9.4% | +3.8% |
| 30D | -10.3% | -8.5% | -1.7% | -8.7% |
| 3M | -31.8% | +20.6% | -52.4% | -35.3% |
| 6M | -19.2% | +7.2% | -26.4% | -21.0% |
| YTD | +10.7% | -3.9% | +14.6% | +11.8% |
| 1Y | +37.5% | -3.6% | +41.1% | +38.2% |
| 3Y | +162.4% | +60.7% | +101.7% | +95.7% |
| 5Y | +166.3% | +42.2% | +124.2% | +102.2% |
| All | +166.3% | +45.2% | +121.1% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling