+492.6%
MTZ vs WWD
+494.7%
-2.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.9% | +3.7% | +5.7% |
| 7D | -2.4% | +4.2% | -6.6% | -4.4% |
| 30D | -11.1% | -0.8% | -10.3% | -10.5% |
| 3M | -30.6% | -8.2% | -22.4% | -27.0% |
| 6M | -54.4% | -9.8% | -44.5% | -52.0% |
| YTD | -13.0% | +10.4% | -23.4% | -20.1% |
| 1Y | -5.7% | +25.5% | -31.2% | -20.5% |
| 3Y | +297.2% | +155.8% | +141.4% | +115.7% |
| 5Y | +95.9% | +187.3% | -91.4% | -4.4% |
| 10Y | +492.6% | +462.7% | +29.9% | +65.7% |
| All | +492.6% | +494.7% | -2.0% | +65.7% |
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