+492.6%
MTZ vs WAB
+305.5%
+187.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.1% | +3.4% | +5.0% |
| 7D | -2.4% | +4.0% | -6.4% | -4.9% |
| 30D | -11.1% | +4.5% | -15.6% | -13.7% |
| 3M | -30.6% | +2.3% | -32.9% | -31.8% |
| 6M | -54.4% | +12.5% | -66.8% | -58.1% |
| YTD | -13.0% | +40.2% | -53.2% | -31.5% |
| 1Y | -5.7% | +45.2% | -50.9% | -27.5% |
| 3Y | +297.2% | +171.8% | +125.4% | +103.3% |
| 5Y | +95.9% | +217.6% | -121.7% | -9.8% |
| 10Y | +492.6% | +285.3% | +207.3% | +100.8% |
| All | +492.6% | +305.5% | +187.2% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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