+10,141.7%
MTZ vs WYNN
+1,203.4%
+8,938.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.5% |
| 7D | +2.3% | -1.4% | +3.7% | +2.8% |
| 30D | -10.3% | -11.8% | +1.5% | -6.5% |
| 3M | -31.8% | -15.8% | -16.0% | -27.9% |
| 6M | -19.2% | -10.7% | -8.5% | -16.5% |
| YTD | +10.7% | -24.5% | +35.2% | +20.2% |
| 1Y | +37.5% | -25.0% | +62.6% | +48.8% |
| 3Y | +162.4% | -1.8% | +164.1% | +152.8% |
| 5Y | +166.3% | -10.0% | +176.4% | +149.8% |
| 10Y | +753.2% | +3.2% | +750.0% | +566.4% |
| All | +10,141.7% | +1,203.4% | +8,938.3% | +3,294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling