+1,279.1%
MTZ vs WCN
+7,914.0%
-6,634.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.4% |
| 7D | -2.4% | +1.2% | -3.6% | -3.0% |
| 30D | -11.1% | +24.6% | -35.7% | -17.9% |
| 3M | -30.6% | +14.2% | -44.8% | -34.1% |
| 6M | -54.4% | +25.7% | -80.0% | -58.5% |
| YTD | -13.0% | +9.3% | -22.3% | -17.5% |
| 1Y | -5.7% | +15.3% | -21.0% | -12.3% |
| 3Y | +297.2% | +48.6% | +248.6% | +236.5% |
| 5Y | +95.9% | +46.9% | +49.0% | +65.0% |
| 10Y | +492.6% | +298.1% | +194.5% | +263.7% |
| All | +1,279.1% | +7,914.0% | -6,634.9% | +431.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling