-59.8%
MTZ vs WWD
-15.6%
-44.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.4% | +6.1% | +7.9% |
| 7D | -6.4% | +4.2% | -10.6% | -7.4% |
| 30D | -22.1% | -2.1% | -19.9% | -21.2% |
| 3M | -32.7% | -13.2% | -19.5% | -29.3% |
| 6M | -59.8% | -16.9% | -42.9% | -57.2% |
| All | -59.8% | -15.6% | -44.3% | -57.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling