+2,479.7%
MTZ vs WY
+607.0%
+1,872.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | -5.1% | +17.9% | +15.5% |
| 30D | -8.5% | +9.0% | -17.6% | -12.9% |
| 3M | -30.6% | -16.7% | -13.9% | -25.6% |
| 6M | -55.1% | -10.3% | -44.9% | -54.3% |
| YTD | -13.0% | -10.5% | -2.5% | -12.1% |
| 1Y | -4.3% | -5.9% | +1.6% | -5.8% |
| 3Y | +284.0% | -24.7% | +308.8% | +314.4% |
| 5Y | +97.7% | -31.5% | +129.2% | +121.5% |
| 10Y | +444.4% | +4.7% | +439.7% | +379.2% |
| All | +2,479.7% | +607.0% | +1,872.8% | +1,249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling