+74.8%
MTZ vs WAB
+203.5%
-128.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.8% | +7.7% | +8.1% |
| 7D | -6.4% | +1.4% | -7.9% | -7.5% |
| 30D | -22.1% | +0.4% | -22.5% | -22.5% |
| 3M | -32.7% | -3.8% | -28.8% | -30.8% |
| 6M | -59.8% | +5.1% | -64.9% | -61.7% |
| YTD | -19.9% | +33.3% | -53.2% | -37.8% |
| 1Y | -11.5% | +39.8% | -51.3% | -33.9% |
| 3Y | +258.1% | +161.1% | +97.0% | +62.7% |
| All | +74.8% | +203.5% | -128.7% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling