+492.6%
MTZ vs WCC
+492.1%
+0.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.1% | +0.5% | +4.3% |
| 7D | -2.4% | -5.7% | +3.3% | +1.1% |
| 30D | -11.1% | -13.5% | +2.4% | -4.2% |
| 3M | -30.6% | -12.9% | -17.7% | -25.6% |
| 6M | -54.4% | -10.7% | -43.7% | -51.7% |
| YTD | -13.0% | +30.0% | -43.0% | -24.6% |
| 1Y | -5.7% | +24.7% | -30.4% | -16.5% |
| 3Y | +297.2% | +136.6% | +160.6% | +138.4% |
| 5Y | +95.9% | +143.9% | -48.0% | +7.5% |
| 10Y | +492.6% | +465.9% | +26.7% | +74.0% |
| All | +492.6% | +492.1% | +0.6% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling