+93.5%
MTZ vs WAT
+31.1%
+62.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.6% |
| 7D | +16.5% | +2.0% | +14.4% | +15.8% |
| 30D | -10.2% | +7.7% | -17.9% | -12.6% |
| 3M | -34.2% | +11.1% | -45.2% | -36.8% |
| 6M | -56.0% | +31.2% | -87.2% | -60.3% |
| YTD | -14.8% | +21.7% | -36.5% | -22.1% |
| 1Y | -7.2% | +19.3% | -26.6% | -14.5% |
| 3Y | +275.8% | +80.6% | +195.2% | +181.6% |
| 5Y | +93.5% | +29.5% | +64.0% | +66.1% |
| All | +93.5% | +31.1% | +62.4% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling