-10.0%
MTZ vs WY
-6.9%
-3.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -2.0% | -5.2% |
| 7D | -8.7% | +0.2% | -8.9% | -8.3% |
| 30D | -15.0% | +8.0% | -23.0% | -12.7% |
| 3M | -32.6% | -17.7% | -14.9% | -36.1% |
| 6M | -56.3% | -10.8% | -45.6% | -57.4% |
| YTD | -16.8% | -10.6% | -6.2% | -17.8% |
| 1Y | -10.0% | -5.7% | -4.3% | -11.7% |
| All | -10.0% | -6.9% | -3.1% | -11.7% |
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