+37.5%
MTZ vs WY
-9.3%
+46.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.3% |
| 7D | +2.3% | -1.7% | +4.0% | +1.9% |
| 30D | -10.3% | -9.9% | -0.4% | -12.5% |
| 3M | -31.8% | -7.5% | -24.3% | -31.7% |
| 6M | -19.2% | -5.1% | -14.0% | -19.5% |
| YTD | +10.7% | -2.1% | +12.8% | +10.6% |
| 1Y | +37.5% | -7.3% | +44.9% | +41.5% |
| All | +37.5% | -9.3% | +46.8% | +41.5% |
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 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