+1,845.3%
MTZ vs WPM
+5,236.6%
-3,391.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.9% | +6.6% | +9.0% |
| 7D | -6.4% | +16.9% | -23.4% | -9.6% |
| 30D | -22.1% | +2.0% | -24.0% | -22.8% |
| 3M | -32.7% | +8.9% | -41.6% | -34.4% |
| 6M | -59.8% | +1.6% | -61.4% | -60.4% |
| YTD | -19.9% | +16.5% | -36.4% | -23.6% |
| 1Y | -11.5% | +42.2% | -53.7% | -18.7% |
| 3Y | +258.1% | +213.3% | +44.8% | +180.4% |
| 5Y | +85.5% | +249.9% | -164.4% | +39.9% |
| 10Y | +492.2% | +549.4% | -57.2% | +274.3% |
| All | +1,845.3% | +5,236.6% | -3,391.3% | +730.4% |
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