+89.9%
MTZ vs WY
-32.7%
+122.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -2.0% | -3.4% |
| 7D | -8.7% | +0.2% | -8.9% | -9.3% |
| 30D | -15.0% | +8.0% | -23.0% | -18.3% |
| 3M | -32.6% | -17.7% | -14.9% | -27.5% |
| 6M | -56.3% | -10.8% | -45.6% | -55.6% |
| YTD | -16.8% | -10.6% | -6.2% | -16.4% |
| 1Y | -10.0% | -5.7% | -4.3% | -12.6% |
| 3Y | +267.1% | -24.8% | +291.9% | +299.5% |
| 5Y | +89.9% | -31.7% | +121.6% | +111.3% |
| All | +89.9% | -32.7% | +122.6% | +111.3% |
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