+1,206.8%
MTZ vs WTW
+1,174.9%
+31.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.3% | +3.0% |
| 7D | -1.6% | -2.6% | +1.0% | -0.5% |
| 30D | -11.1% | -1.0% | -10.1% | -11.0% |
| 3M | -36.7% | +29.9% | -66.6% | -44.3% |
| 6M | -21.9% | +10.7% | -32.6% | -27.3% |
| YTD | +9.1% | +2.6% | +6.5% | +4.2% |
| 1Y | +30.0% | +2.8% | +27.2% | +23.5% |
| 3Y | +138.5% | +67.3% | +71.2% | +76.4% |
| 5Y | +158.3% | +56.6% | +101.7% | +95.6% |
| 10Y | +700.8% | +204.1% | +496.7% | +345.5% |
| All | +1,206.8% | +1,174.9% | +31.9% | +551.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling