+258.1%
MTZ vs WM
+47.1%
+211.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.1% | +11.6% | +9.1% |
| 7D | -6.4% | +1.2% | -7.6% | -6.2% |
| 30D | -22.1% | +13.1% | -35.1% | -20.4% |
| 3M | -32.7% | +3.6% | -36.3% | -31.9% |
| 6M | -59.8% | +8.1% | -67.9% | -59.5% |
| YTD | -19.9% | +8.9% | -28.8% | -19.7% |
| 1Y | -11.5% | +20.3% | -31.8% | -13.2% |
| 3Y | +258.1% | +46.2% | +211.9% | +206.8% |
| All | +258.1% | +47.1% | +211.0% | +206.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling