+39.3%
MTZ vs WCC
+64.4%
-25.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +2.3% |
| 7D | +3.6% | +8.5% | -4.9% | -1.5% |
| 30D | -9.6% | -1.0% | -8.7% | -9.1% |
| 3M | -31.9% | +2.1% | -34.1% | -33.2% |
| 6M | -13.8% | +36.8% | -50.6% | -27.1% |
| YTD | +13.3% | +47.7% | -34.5% | -8.7% |
| 1Y | +39.3% | +66.5% | -27.2% | +6.7% |
| All | +39.3% | +64.4% | -25.1% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling