+709.2%
MTZ vs WWD
+488.0%
+221.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.5% |
| 7D | -1.6% | +1.3% | -2.9% | -2.4% |
| 30D | -11.1% | -7.2% | -3.9% | -7.1% |
| 3M | -36.7% | -3.8% | -32.9% | -36.0% |
| 6M | -21.9% | -9.9% | -12.0% | -18.3% |
| YTD | +9.1% | +14.8% | -5.7% | -2.2% |
| 1Y | +30.0% | +42.1% | -12.1% | +1.4% |
| 3Y | +138.5% | +170.8% | -32.3% | +24.1% |
| 5Y | +158.3% | +197.5% | -39.2% | +22.5% |
| All | +709.2% | +488.0% | +221.2% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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