+739.9%
MTZ vs WU
-41.4%
+781.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.9% |
| 7D | +3.6% | -0.8% | +4.4% | +3.8% |
| 30D | -9.6% | -1.1% | -8.5% | -9.5% |
| 3M | -31.9% | -1.8% | -30.1% | -32.2% |
| 6M | -13.8% | -23.9% | +10.1% | -4.3% |
| YTD | +13.3% | -20.4% | +33.7% | +22.4% |
| 1Y | +39.3% | -10.6% | +49.9% | +41.2% |
| 3Y | +168.3% | -27.7% | +196.1% | +191.1% |
| 5Y | +166.4% | -51.1% | +217.5% | +246.9% |
| 10Y | +739.9% | -40.7% | +780.6% | +873.1% |
| All | +739.9% | -41.4% | +781.3% | +873.1% |
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