+157.9%
MTZ vs WU
-50.7%
+208.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -11.1% | -1.1% | -10.0% | -10.9% |
| 3M | -36.7% | -3.9% | -32.8% | -36.3% |
| 6M | -21.9% | -20.7% | -1.3% | -17.2% |
| YTD | +9.1% | -18.4% | +27.5% | +14.3% |
| 1Y | +30.0% | -8.1% | +38.0% | +30.2% |
| 3Y | +138.5% | -24.2% | +162.6% | +148.8% |
| All | +157.9% | -50.7% | +208.6% | +212.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling