+74.8%
MTZ vs WCC
+117.0%
-42.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.2% | +7.4% | +8.4% |
| 7D | -6.4% | -14.7% | +8.3% | +1.9% |
| 30D | -22.1% | -20.1% | -2.0% | -12.8% |
| 3M | -32.7% | -21.2% | -11.5% | -24.3% |
| 6M | -59.8% | -19.2% | -40.7% | -55.3% |
| YTD | -19.9% | +20.2% | -40.1% | -27.1% |
| 1Y | -11.5% | +14.5% | -25.9% | -17.5% |
| 3Y | +258.1% | +115.1% | +143.0% | +134.5% |
| All | +74.8% | +117.0% | -42.2% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling