+30.0%
MTZ vs WY
-5.4%
+35.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.6% | -2.6% | +1.0% | -2.2% |
| 30D | -11.1% | -10.9% | -0.2% | -13.6% |
| 3M | -36.7% | -6.0% | -30.7% | -36.5% |
| 6M | -21.9% | -5.6% | -16.3% | -22.1% |
| YTD | +9.1% | -1.1% | +10.3% | +9.2% |
| 1Y | +30.0% | -7.5% | +37.4% | +32.1% |
| All | +30.0% | -5.4% | +35.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling