+140.0%
WBD vs MTZ
+30.9%
+109.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -1.8% | -1.6% | -0.2% | -1.8% |
| 30D | +8.8% | -11.1% | +19.9% | +9.1% |
| 3M | +4.6% | -36.7% | +41.3% | +6.8% |
| 6M | +1.1% | -21.9% | +23.0% | +0.9% |
| YTD | -2.0% | +9.1% | -11.1% | -6.1% |
| 1Y | +140.0% | +30.0% | +110.1% | +135.6% |
| All | +140.0% | +30.9% | +109.1% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling