+492.6%
MTZ vs WEC
+178.6%
+314.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.1% | +7.5% | +8.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | -11.1% | +12.9% | -24.0% | -13.1% |
| 3M | -30.6% | +9.8% | -40.4% | -31.8% |
| 6M | -54.4% | +6.7% | -61.1% | -55.0% |
| YTD | -13.0% | +14.0% | -27.0% | -15.2% |
| 1Y | -5.7% | +7.3% | -13.0% | -7.1% |
| 3Y | +297.2% | +63.8% | +233.4% | +257.7% |
| 5Y | +95.9% | +54.8% | +41.1% | +78.7% |
| 10Y | +492.6% | +185.7% | +306.9% | +516.0% |
| All | +492.6% | +178.6% | +314.0% | +516.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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