+739.9%
MTZ vs WCN
+239.1%
+500.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.3% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | -9.6% | -2.1% | -7.5% | -8.9% |
| 3M | -31.9% | +6.4% | -38.3% | -35.1% |
| 6M | -13.8% | -3.7% | -10.1% | -14.0% |
| YTD | +13.3% | -6.4% | +19.6% | +14.2% |
| 1Y | +39.3% | -7.9% | +47.2% | +41.1% |
| 3Y | +168.3% | +20.8% | +147.5% | +126.2% |
| 5Y | +166.4% | +29.0% | +137.4% | +109.2% |
| 10Y | +739.9% | +236.4% | +503.6% | +301.8% |
| All | +739.9% | +239.1% | +500.8% | +301.8% |
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