+272.3%
MTZ vs WSM
+260.3%
+12.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.7% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | -6.0% | +5.1% | -11.1% | -8.3% |
| 3M | -36.1% | +5.1% | -41.2% | -37.7% |
| 6M | -56.9% | +48.6% | -105.5% | -62.8% |
| YTD | -15.9% | +44.2% | -60.1% | -27.1% |
| 1Y | -3.8% | +38.1% | -41.9% | -15.5% |
| 3Y | +272.3% | +257.2% | +15.0% | +129.7% |
| All | +272.3% | +260.3% | +12.0% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling