-7.2%
MTZ vs WCN
+15.9%
-23.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -1.7% |
| 7D | +16.5% | +1.2% | +15.3% | +17.2% |
| 30D | -10.2% | +26.4% | -36.6% | +0.8% |
| 3M | -34.2% | +17.5% | -51.7% | -28.5% |
| 6M | -56.0% | +28.7% | -84.7% | -51.8% |
| YTD | -14.8% | +11.5% | -26.4% | -5.7% |
| 1Y | -7.2% | +15.9% | -23.1% | +2.2% |
| All | -7.2% | +15.9% | -23.2% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling