-59.8%
MTZ vs WCN
+20.4%
-80.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.4% | +10.9% | +8.2% |
| 7D | -6.4% | +2.9% | -9.3% | -3.6% |
| 30D | -22.1% | +22.1% | -44.2% | -4.3% |
| 3M | -32.7% | +13.2% | -45.9% | -25.7% |
| 6M | -59.8% | +23.7% | -83.5% | -52.2% |
| All | -59.8% | +20.4% | -80.3% | -52.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling