+157.9%
MTZ vs WAT
-3.2%
+161.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | -11.1% | +2.3% | -13.4% | -11.9% |
| 3M | -36.7% | +8.7% | -45.4% | -38.6% |
| 6M | -21.9% | +28.3% | -50.3% | -29.3% |
| YTD | +9.1% | +7.8% | +1.3% | +4.5% |
| 1Y | +30.0% | +36.6% | -6.6% | +13.0% |
| 3Y | +138.5% | +45.7% | +92.8% | +94.4% |
| All | +157.9% | -3.2% | +161.1% | +123.1% |
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