+398.0%
MTZ vs WCN
+322.1%
+76.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | +2.6% | +2.4% | +3.9% |
| 30D | -6.0% | +23.9% | -29.9% | -15.1% |
| 3M | -36.1% | +17.4% | -53.5% | -41.0% |
| 6M | -56.9% | +28.0% | -84.9% | -62.5% |
| YTD | -15.9% | +11.6% | -27.5% | -22.1% |
| 1Y | -3.8% | +16.9% | -20.7% | -13.4% |
| 3Y | +272.3% | +51.6% | +220.7% | +180.1% |
| 5Y | +91.1% | +48.0% | +43.1% | +41.9% |
| All | +398.0% | +322.1% | +76.0% | +116.5% |
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