+444.4%
MTZ vs WU
-37.2%
+481.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +5.8% |
| 7D | +12.9% | +2.1% | +10.7% | +11.4% |
| 30D | -8.5% | +10.1% | -18.7% | -13.2% |
| 3M | -30.6% | -1.1% | -29.5% | -31.4% |
| 6M | -55.1% | -19.8% | -35.3% | -51.8% |
| YTD | -13.0% | -20.8% | +7.8% | -7.0% |
| 1Y | -4.3% | -15.1% | +10.9% | -1.2% |
| 3Y | +284.0% | -23.2% | +307.2% | +300.4% |
| 5Y | +97.7% | -42.6% | +140.3% | +130.9% |
| 10Y | +444.4% | -38.9% | +483.3% | +477.1% |
| All | +444.4% | -37.2% | +481.6% | +477.1% |
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