+2,550.2%
MTZ vs WPM
+5,967.5%
-3,417.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -11.1% | +26.4% | -37.4% | -15.3% |
| 3M | -36.7% | +20.8% | -57.5% | -39.2% |
| 6M | -21.9% | +1.1% | -23.1% | -22.7% |
| YTD | +9.1% | +32.5% | -23.3% | +2.2% |
| 1Y | +30.0% | +51.5% | -21.6% | +18.3% |
| 3Y | +138.5% | +267.0% | -128.6% | +82.0% |
| 5Y | +158.3% | +250.1% | -91.8% | +95.5% |
| 10Y | +700.8% | +540.4% | +160.4% | +410.1% |
| All | +2,550.2% | +5,967.5% | -3,417.3% | +1,011.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling