+83.1%
MTZ vs WETO
-99.4%
+182.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.1% | -10.6% | -3.4% |
| 7D | 0.0% | -19.9% | +19.8% | -0.4% |
| 30D | -14.8% | -42.7% | +27.8% | -11.3% |
| 3M | -30.8% | -97.7% | +66.9% | -19.2% |
| 6M | -22.6% | -94.4% | +71.8% | -11.7% |
| YTD | +6.8% | -97.0% | +103.8% | +23.0% |
| 1Y | +22.1% | -98.9% | +121.0% | +43.1% |
| All | +83.1% | -99.4% | +182.5% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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