+3,557.4%
MTZ vs WAT
+12,580.5%
-9,023.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -8.7% | +3.4% | -12.1% | -9.6% |
| 30D | -15.0% | +9.6% | -24.6% | -17.5% |
| 3M | -32.6% | +15.5% | -48.1% | -35.9% |
| 6M | -56.3% | +33.9% | -90.2% | -60.5% |
| YTD | -16.8% | +25.2% | -42.0% | -24.0% |
| 1Y | -10.0% | +26.3% | -36.3% | -18.1% |
| 3Y | +267.1% | +85.8% | +181.3% | +189.7% |
| 5Y | +89.9% | +35.3% | +54.6% | +62.5% |
| 10Y | +442.2% | +231.8% | +210.5% | +251.7% |
| All | +3,557.4% | +12,580.5% | -9,023.1% | +875.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling