+157.9%
MTZ vs WPM
+254.8%
-96.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.4% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | -11.1% | +26.4% | -37.4% | -17.1% |
| 3M | -36.7% | +20.8% | -57.5% | -40.5% |
| 6M | -21.9% | +1.1% | -23.1% | -23.6% |
| YTD | +9.1% | +32.5% | -23.3% | -1.3% |
| 1Y | +30.0% | +51.5% | -21.6% | +12.9% |
| 3Y | +138.5% | +267.0% | -128.6% | +59.6% |
| All | +157.9% | +254.8% | -96.9% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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