+697.8%
MTZ vs WM
+306.5%
+391.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -11.1% | -2.4% | -8.7% | -10.2% |
| 3M | -36.7% | +0.4% | -37.1% | -38.0% |
| 6M | -21.9% | -9.5% | -12.5% | -19.5% |
| YTD | +9.1% | +0.5% | +8.6% | +5.6% |
| 1Y | +30.0% | -1.1% | +31.0% | +26.2% |
| 3Y | +138.5% | +46.0% | +92.4% | +73.1% |
| 5Y | +158.3% | +51.8% | +106.5% | +77.4% |
| All | +697.8% | +306.5% | +391.3% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling