-11.5%
MTZ vs WM
+20.0%
-31.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.1% | +11.6% | +7.8% |
| 7D | -6.4% | +1.2% | -7.6% | -5.3% |
| 30D | -22.1% | +13.1% | -35.1% | -13.5% |
| 3M | -32.7% | +3.6% | -36.3% | -30.0% |
| 6M | -59.8% | +8.1% | -67.9% | -57.0% |
| YTD | -19.9% | +8.9% | -28.8% | -12.8% |
| 1Y | -11.5% | +20.3% | -31.8% | +0.7% |
| All | -11.5% | +20.0% | -31.5% | +0.7% |
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