+1,182.1%
MTZ vs WCC
+1,713.7%
-531.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +0.6% |
| 7D | -1.6% | +4.5% | -6.1% | -3.3% |
| 30D | -11.1% | -5.8% | -5.3% | -9.0% |
| 3M | -36.7% | -3.7% | -33.0% | -35.6% |
| 6M | -21.9% | +23.1% | -45.0% | -28.0% |
| YTD | +9.1% | +44.2% | -35.0% | -5.7% |
| 1Y | +30.0% | +62.1% | -32.1% | +6.9% |
| 3Y | +138.5% | +121.1% | +17.3% | +68.2% |
| 5Y | +158.3% | +214.0% | -55.6% | +53.3% |
| 10Y | +700.8% | +472.8% | +228.0% | +251.6% |
| All | +1,182.1% | +1,713.7% | -531.6% | +254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling