+148.1%
MTZ vs WU
-23.6%
+171.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -11.1% | -1.1% | -10.0% | -11.0% |
| 3M | -36.7% | -3.9% | -32.8% | -36.4% |
| 6M | -21.9% | -20.7% | -1.3% | -18.5% |
| YTD | +9.1% | -18.4% | +27.5% | +12.8% |
| 1Y | +30.0% | -8.1% | +38.0% | +29.9% |
| All | +148.1% | -23.6% | +171.7% | +145.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling