+89.6%
MTZ vs WETO
-99.4%
+189.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.4% | +9.0% | +3.4% |
| 7D | +1.4% | -4.3% | +5.7% | +1.3% |
| 30D | -14.5% | -39.9% | +25.4% | -10.6% |
| 3M | -32.9% | -97.9% | +65.0% | -21.8% |
| 6M | -20.8% | -95.0% | +74.2% | -9.7% |
| YTD | +10.6% | -97.2% | +107.8% | +27.2% |
| 1Y | +27.1% | -98.9% | +126.0% | +48.7% |
| All | +89.6% | -99.4% | +189.0% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling