+285.3%
MTZ vs WEC
+62.7%
+222.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +12.9% | -0.5% | +13.4% | +12.8% |
| 30D | -8.5% | +12.0% | -20.5% | -8.7% |
| 3M | -30.6% | +11.1% | -41.7% | -30.7% |
| 6M | -55.1% | +6.0% | -61.1% | -55.2% |
| YTD | -13.0% | +14.3% | -27.2% | -13.0% |
| 1Y | -4.3% | +8.0% | -12.2% | -4.3% |
| All | +285.3% | +62.7% | +222.6% | +269.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling