+166.4%
MTZ vs WY
-21.5%
+187.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.4% |
| 7D | +3.6% | -2.1% | +5.6% | +4.4% |
| 30D | -9.6% | -10.5% | +0.8% | -5.4% |
| 3M | -31.9% | -4.9% | -27.1% | -31.8% |
| 6M | -13.8% | -4.9% | -8.9% | -13.8% |
| YTD | +13.3% | -1.7% | +14.9% | +10.4% |
| 1Y | +39.3% | -9.4% | +48.7% | +41.6% |
| 3Y | +168.3% | -22.3% | +190.6% | +194.1% |
| 5Y | +166.4% | -20.5% | +186.9% | +186.2% |
| All | +166.4% | -21.5% | +187.9% | +186.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling