+1,494.3%
MTZ vs WU
-20.2%
+1,514.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.0% | +11.5% | +10.4% |
| 7D | -6.4% | +11.7% | -18.1% | -11.9% |
| 30D | -22.1% | +12.6% | -34.7% | -27.2% |
| 3M | -32.7% | -0.5% | -32.2% | -33.7% |
| 6M | -59.8% | -18.2% | -41.6% | -57.1% |
| YTD | -19.9% | -19.0% | -0.9% | -15.0% |
| 1Y | -11.5% | -16.7% | +5.2% | -7.6% |
| 3Y | +258.1% | -21.0% | +279.1% | +270.2% |
| 5Y | +85.5% | -41.7% | +127.2% | +115.0% |
| 10Y | +492.2% | -35.0% | +527.2% | +537.5% |
| All | +1,494.3% | -20.2% | +1,514.5% | +1,361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling