+3,233.8%
MTZ vs WAB
+4,103.0%
-869.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.8% | +7.7% | +8.7% |
| 7D | -6.4% | +1.4% | -7.9% | -7.0% |
| 30D | -22.1% | +0.4% | -22.5% | -22.3% |
| 3M | -32.7% | -3.8% | -28.8% | -31.5% |
| 6M | -59.8% | +5.1% | -64.9% | -60.8% |
| YTD | -19.9% | +33.3% | -53.2% | -30.3% |
| 1Y | -11.5% | +39.8% | -51.3% | -24.6% |
| 3Y | +258.1% | +161.1% | +97.0% | +130.9% |
| 5Y | +85.5% | +209.5% | -123.9% | +11.1% |
| 10Y | +492.2% | +293.8% | +198.3% | +208.4% |
| All | +3,233.8% | +4,103.0% | -869.2% | +689.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling