+3,421.1%
MTZ vs WAT
+12,102.7%
-8,681.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.5% | +9.2% |
| 7D | -6.4% | -1.1% | -5.3% | -6.2% |
| 30D | -22.1% | +5.0% | -27.0% | -23.4% |
| 3M | -32.7% | +14.5% | -47.2% | -35.8% |
| 6M | -59.8% | +30.9% | -90.7% | -63.4% |
| YTD | -19.9% | +20.5% | -40.4% | -26.0% |
| 1Y | -11.5% | +23.3% | -34.8% | -18.8% |
| 3Y | +258.1% | +81.5% | +176.6% | +184.4% |
| 5Y | +85.5% | +33.4% | +52.1% | +59.5% |
| 10Y | +492.2% | +231.5% | +260.7% | +284.4% |
| All | +3,421.1% | +12,102.7% | -8,681.5% | +850.0% |
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