+148.1%
MTZ vs WCC
+124.0%
+24.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | 0.0% |
| 7D | -1.6% | +4.5% | -6.1% | -3.9% |
| 30D | -11.1% | -5.8% | -5.3% | -8.3% |
| 3M | -36.7% | -3.7% | -33.0% | -35.5% |
| 6M | -21.9% | +23.1% | -45.0% | -30.1% |
| YTD | +9.1% | +44.2% | -35.0% | -10.3% |
| 1Y | +30.0% | +62.1% | -32.1% | +0.1% |
| All | +148.1% | +124.0% | +24.1% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling