+501.4%
MTZ vs WAT
+227.3%
+274.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.5% | +9.1% |
| 7D | -6.4% | -1.1% | -5.3% | -6.1% |
| 30D | -22.1% | +5.0% | -27.0% | -23.9% |
| 3M | -32.7% | +14.5% | -47.2% | -36.9% |
| 6M | -59.8% | +30.9% | -90.7% | -64.7% |
| YTD | -19.9% | +20.5% | -40.4% | -28.1% |
| 1Y | -11.5% | +23.3% | -34.8% | -21.4% |
| 3Y | +258.1% | +81.5% | +176.6% | +151.7% |
| 5Y | +85.5% | +33.4% | +52.1% | +46.6% |
| All | +501.4% | +227.3% | +274.1% | +232.9% |
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