+94.1%
MTZ vs WETO
-99.4%
+193.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.8% |
| 7D | +3.6% | -57.2% | +60.8% | +2.1% |
| 30D | -9.6% | -48.8% | +39.1% | -6.3% |
| 3M | -31.9% | -97.7% | +65.7% | -20.6% |
| 6M | -13.8% | -94.3% | +80.5% | -1.7% |
| YTD | +13.3% | -97.0% | +110.3% | +30.3% |
| 1Y | +39.3% | -98.9% | +138.2% | +63.2% |
| All | +94.1% | -99.4% | +193.5% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling