+2,185.6%
MTZ vs WM
+28,817.6%
-26,632.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.6% | -17.0% | -15.8% |
| 7D | -7.4% | +5.9% | -13.3% | -8.7% |
| 30D | -23.6% | +15.4% | -39.0% | -26.4% |
| 3M | -38.3% | +6.3% | -44.7% | -39.5% |
| 6M | -60.6% | +5.6% | -66.2% | -61.6% |
| YTD | -22.9% | +9.9% | -32.8% | -25.7% |
| 1Y | -14.3% | +20.8% | -35.1% | -19.4% |
| 3Y | +225.0% | +48.5% | +176.4% | +188.5% |
| 5Y | +87.2% | +60.6% | +26.6% | +62.3% |
| 10Y | +470.1% | +349.8% | +120.3% | +296.6% |
| All | +2,185.6% | +28,817.6% | -26,632.0% | +1,451.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling