+3,134.4%
MTZ vs WEC
+3,978.4%
-844.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -11.1% | -1.3% | -9.8% | -10.7% |
| 3M | -36.7% | -3.9% | -32.8% | -36.0% |
| 6M | -21.9% | -8.3% | -13.6% | -19.7% |
| YTD | +9.1% | +3.1% | +6.1% | +7.6% |
| 1Y | +30.0% | +1.9% | +28.0% | +28.5% |
| 3Y | +138.5% | +41.9% | +96.5% | +105.0% |
| 5Y | +158.3% | +30.8% | +127.6% | +126.3% |
| 10Y | +700.8% | +141.9% | +558.9% | +409.0% |
| All | +3,134.4% | +3,978.4% | -844.0% | +677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling