+492.6%
MTZ vs WCN
+302.6%
+190.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.4% |
| 7D | -2.4% | +1.2% | -3.6% | -3.2% |
| 30D | -11.1% | +24.6% | -35.7% | -19.9% |
| 3M | -30.6% | +14.2% | -44.8% | -35.1% |
| 6M | -54.4% | +25.7% | -80.0% | -60.0% |
| YTD | -13.0% | +9.3% | -22.3% | -18.6% |
| 1Y | -5.7% | +15.3% | -21.0% | -14.5% |
| 3Y | +297.2% | +48.6% | +248.6% | +202.5% |
| 5Y | +95.9% | +46.9% | +49.0% | +45.9% |
| 10Y | +492.6% | +298.1% | +194.5% | +192.8% |
| All | +492.6% | +302.6% | +190.0% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling