+7,806.3%
MTZ vs WWD
+15,408.5%
-7,602.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | -1.6% | +1.3% | -2.9% | -2.2% |
| 30D | -11.1% | -7.2% | -3.9% | -8.0% |
| 3M | -36.7% | -3.8% | -32.9% | -36.1% |
| 6M | -21.9% | -9.9% | -12.0% | -19.0% |
| YTD | +9.1% | +14.8% | -5.7% | +0.9% |
| 1Y | +30.0% | +42.1% | -12.1% | +8.6% |
| 3Y | +138.5% | +170.8% | -32.3% | +48.3% |
| 5Y | +158.3% | +197.5% | -39.2% | +51.0% |
| 10Y | +700.8% | +477.8% | +223.0% | +242.2% |
| All | +7,806.3% | +15,408.5% | -7,602.2% | +1,103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling