+39.3%
MTZ vs WAB
+47.5%
-8.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.4% |
| 7D | +3.6% | +1.7% | +1.9% | +2.3% |
| 30D | -9.6% | -2.4% | -7.2% | -7.9% |
| 3M | -31.9% | +9.7% | -41.6% | -36.6% |
| 6M | -13.8% | +16.5% | -30.3% | -24.2% |
| YTD | +13.3% | +33.7% | -20.5% | -11.2% |
| 1Y | +39.3% | +49.7% | -10.4% | +0.9% |
| All | +39.3% | +47.5% | -8.3% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling