+157.9%
MTZ vs WEC
+31.0%
+126.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -11.1% | -1.3% | -9.8% | -10.8% |
| 3M | -36.7% | -3.9% | -32.8% | -36.4% |
| 6M | -21.9% | -8.3% | -13.6% | -20.8% |
| YTD | +9.1% | +3.1% | +6.1% | +8.3% |
| 1Y | +30.0% | +1.9% | +28.0% | +29.1% |
| 3Y | +138.5% | +41.9% | +96.5% | +114.2% |
| All | +157.9% | +31.0% | +126.9% | +143.7% |
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