+89.9%
MTZ vs WM
+61.6%
+28.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.7% | -4.4% |
| 7D | -8.7% | +1.2% | -9.9% | -8.8% |
| 30D | -15.0% | +13.7% | -28.6% | -15.8% |
| 3M | -32.6% | +5.2% | -37.8% | -32.8% |
| 6M | -56.3% | +11.2% | -67.5% | -57.3% |
| YTD | -16.8% | +9.4% | -26.2% | -18.7% |
| 1Y | -10.0% | +20.4% | -30.4% | -14.7% |
| 3Y | +267.1% | +44.7% | +222.4% | +221.4% |
| 5Y | +89.9% | +58.5% | +31.4% | +64.0% |
| All | +89.9% | +61.6% | +28.2% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling