+442.2%
MTZ vs WY
0.0%
+442.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -2.0% | -3.2% |
| 7D | -8.7% | +0.2% | -8.9% | -9.5% |
| 30D | -15.0% | +8.0% | -23.0% | -19.2% |
| 3M | -32.6% | -17.7% | -14.9% | -26.6% |
| 6M | -56.3% | -10.8% | -45.6% | -55.4% |
| YTD | -16.8% | -10.6% | -6.2% | -16.0% |
| 1Y | -10.0% | -5.7% | -4.3% | -12.2% |
| 3Y | +267.1% | -24.8% | +291.9% | +300.1% |
| 5Y | +89.9% | -31.7% | +121.6% | +115.8% |
| 10Y | +442.2% | +2.9% | +439.3% | +358.5% |
| All | +442.2% | 0.0% | +442.2% | +358.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling