-3.8%
MTZ vs WM
+21.5%
-25.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.3% |
| 7D | +5.0% | +3.2% | +1.8% | +7.8% |
| 30D | -6.0% | +13.0% | -19.0% | +4.4% |
| 3M | -36.1% | +9.2% | -45.3% | -30.6% |
| 6M | -56.9% | +13.6% | -70.5% | -52.4% |
| YTD | -15.9% | +12.4% | -28.3% | -6.0% |
| 1Y | -3.8% | +21.2% | -25.1% | +12.0% |
| All | -3.8% | +21.5% | -25.4% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling