+492.6%
MTZ vs WAT
+232.2%
+260.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.4% | +6.9% |
| 7D | -2.4% | +6.0% | -8.5% | -4.7% |
| 30D | -11.1% | +9.9% | -21.0% | -14.7% |
| 3M | -30.6% | +17.2% | -47.8% | -35.5% |
| 6M | -54.4% | +34.2% | -88.6% | -60.2% |
| YTD | -13.0% | +25.5% | -38.5% | -23.2% |
| 1Y | -5.7% | +28.3% | -33.9% | -17.5% |
| 3Y | +297.2% | +88.4% | +208.8% | +175.6% |
| 5Y | +95.9% | +36.1% | +59.7% | +54.1% |
| 10Y | +492.6% | +234.8% | +257.8% | +228.8% |
| All | +492.6% | +232.2% | +260.4% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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