-6.0%
MTZ vs WCC
+23.3%
-29.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.1% | +0.5% | +3.2% |
| 7D | -2.4% | -5.7% | +3.3% | +1.9% |
| 30D | -11.1% | -13.5% | +2.4% | -2.7% |
| 3M | -30.6% | -12.9% | -17.7% | -24.6% |
| 6M | -54.4% | -10.7% | -43.7% | -51.6% |
| YTD | -13.0% | +30.0% | -43.0% | -28.5% |
| All | -6.0% | +23.3% | -29.3% | -18.4% |
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