+444.4%
MTZ vs WAT
+230.7%
+213.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.0% |
| 7D | +12.9% | +0.7% | +12.2% | +12.7% |
| 30D | -8.5% | +9.0% | -17.5% | -12.0% |
| 3M | -30.6% | +13.5% | -44.1% | -34.7% |
| 6M | -55.1% | +35.3% | -90.4% | -61.0% |
| YTD | -13.0% | +24.0% | -36.9% | -22.8% |
| 1Y | -4.3% | +22.0% | -26.2% | -14.4% |
| 3Y | +284.0% | +84.0% | +200.0% | +169.1% |
| 5Y | +97.7% | +34.4% | +63.3% | +56.3% |
| 10Y | +444.4% | +231.4% | +213.0% | +201.6% |
| All | +444.4% | +230.7% | +213.7% | +201.6% |
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