+2,067.4%
MTZ vs WEC
+4,455.0%
-2,387.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.2% |
| 7D | -10.6% | +3.2% | -13.8% | -11.7% |
| 30D | -30.4% | +14.7% | -45.0% | -33.9% |
| 3M | -40.4% | +10.2% | -50.7% | -42.7% |
| 6M | -63.7% | +4.5% | -68.1% | -64.4% |
| YTD | -26.9% | +15.1% | -42.0% | -31.0% |
| 1Y | -20.2% | +9.4% | -29.6% | -23.3% |
| 3Y | +208.1% | +56.9% | +151.2% | +155.2% |
| 5Y | +69.4% | +54.4% | +14.9% | +39.3% |
| 10Y | +440.6% | +183.5% | +257.1% | +222.1% |
| All | +2,067.4% | +4,455.0% | -2,387.7% | +398.8% |
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