+766.7%
MTZ vs WYNN
+1.1%
+765.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.4% | +3.8% |
| 7D | +1.4% | -4.2% | +5.6% | +2.9% |
| 30D | -14.5% | -14.6% | +0.1% | -9.8% |
| 3M | -32.9% | -18.4% | -14.5% | -28.3% |
| 6M | -20.8% | -11.9% | -8.9% | -17.8% |
| YTD | +10.6% | -26.6% | +37.2% | +21.5% |
| 1Y | +27.1% | -28.5% | +55.6% | +40.0% |
| 3Y | +166.1% | -5.1% | +171.3% | +158.2% |
| 5Y | +170.7% | -10.5% | +181.2% | +153.0% |
| All | +766.7% | +1.1% | +765.5% | +633.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 10y: compounded portfolio wealth divided by compounded WYNN 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…
10y analysis · Full analysis span regression · 6 months rolling