-4.3%
MTZ vs WU
-15.1%
+10.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +4.7% |
| 7D | +12.9% | +2.1% | +10.7% | +12.6% |
| 30D | -8.5% | +10.1% | -18.7% | -9.8% |
| 3M | -30.6% | -1.1% | -29.5% | -30.3% |
| 6M | -55.1% | -19.8% | -35.3% | -54.0% |
| YTD | -13.0% | -20.8% | +7.8% | -10.7% |
| 1Y | -4.3% | -15.1% | +10.9% | -4.0% |
| All | -4.3% | -15.1% | +10.9% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling