+258.1%
MTZ vs WCN
+45.2%
+212.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.4% | +10.9% | +9.4% |
| 7D | -6.4% | +2.9% | -9.3% | -6.2% |
| 30D | -22.1% | +22.1% | -44.2% | -21.6% |
| 3M | -32.7% | +13.2% | -45.9% | -32.2% |
| 6M | -59.8% | +23.7% | -83.5% | -60.4% |
| YTD | -19.9% | +8.7% | -28.6% | -18.3% |
| 1Y | -11.5% | +15.3% | -26.8% | -11.8% |
| 3Y | +258.1% | +46.0% | +212.1% | +202.2% |
| All | +258.1% | +45.2% | +212.9% | +202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling