+93.5%
MTZ vs WEC
+55.1%
+38.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +16.5% | -0.7% | +17.2% | +16.6% |
| 30D | -10.2% | +11.0% | -21.2% | -12.2% |
| 3M | -34.2% | +8.6% | -42.8% | -35.3% |
| 6M | -56.0% | +6.2% | -62.1% | -56.6% |
| YTD | -14.8% | +14.3% | -29.1% | -17.5% |
| 1Y | -7.2% | +8.4% | -15.6% | -9.1% |
| 3Y | +275.8% | +62.9% | +212.9% | +222.0% |
| 5Y | +93.5% | +55.8% | +37.7% | +77.6% |
| All | +93.5% | +55.1% | +38.4% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling