+74.8%
MTZ vs WWD
+170.1%
-95.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.4% | +6.1% | +7.6% |
| 7D | -6.4% | +4.2% | -10.6% | -8.2% |
| 30D | -22.1% | -2.1% | -19.9% | -21.1% |
| 3M | -32.7% | -13.2% | -19.5% | -27.2% |
| 6M | -59.8% | -16.9% | -42.9% | -55.9% |
| YTD | -19.9% | +5.2% | -25.1% | -24.2% |
| 1Y | -11.5% | +20.6% | -32.1% | -23.3% |
| 3Y | +258.1% | +146.3% | +111.8% | +106.6% |
| All | +74.8% | +170.1% | -95.3% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling