-11.5%
MTZ vs WAT
+23.8%
-35.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.5% | +9.4% |
| 7D | -6.4% | -1.1% | -5.3% | -6.3% |
| 30D | -22.1% | +5.0% | -27.0% | -22.6% |
| 3M | -32.7% | +14.5% | -47.2% | -34.1% |
| 6M | -59.8% | +30.9% | -90.7% | -61.5% |
| YTD | -19.9% | +20.5% | -40.4% | -23.9% |
| 1Y | -11.5% | +23.3% | -34.8% | -15.8% |
| All | -11.5% | +23.8% | -35.3% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling