+398.0%
MTZ vs WU
-38.9%
+437.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.8% |
| 7D | +5.0% | -2.0% | +7.0% | +5.7% |
| 30D | -6.0% | +11.4% | -17.4% | -11.2% |
| 3M | -36.1% | -6.8% | -29.3% | -35.2% |
| 6M | -56.9% | -14.6% | -42.2% | -55.0% |
| YTD | -15.9% | -20.6% | +4.7% | -10.2% |
| 1Y | -3.8% | -15.4% | +11.5% | -0.6% |
| 3Y | +272.3% | -23.6% | +295.9% | +289.3% |
| 5Y | +91.1% | -43.4% | +134.4% | +125.1% |
| All | +398.0% | -38.9% | +437.0% | +430.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling