+95.0%
MTZ vs WAB
+214.2%
-119.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.6% |
| 7D | +5.0% | +5.1% | -0.1% | +0.9% |
| 30D | -6.0% | +4.0% | -10.0% | -9.1% |
| 3M | -36.1% | +0.1% | -36.2% | -36.3% |
| 6M | -56.9% | +12.8% | -69.7% | -61.2% |
| YTD | -15.9% | +40.1% | -56.0% | -37.2% |
| 1Y | -3.8% | +46.4% | -50.2% | -30.8% |
| 3Y | +272.3% | +167.4% | +104.9% | +66.2% |
| All | +95.0% | +214.2% | -119.2% | -23.3% |
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