+142.1%
WBD vs MTZ
+160.5%
-18.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.3% |
| 7D | -0.7% | +1.4% | -2.1% | -1.1% |
| 30D | +1.4% | -14.5% | +15.9% | +4.7% |
| 3M | +4.4% | -32.9% | +37.3% | +12.3% |
| 6M | +0.8% | -20.8% | +21.7% | +2.1% |
| YTD | -2.7% | +10.6% | -13.3% | -11.8% |
| 1Y | +73.4% | +27.1% | +46.3% | +49.2% |
| 3Y | +142.1% | +166.1% | -24.0% | +58.4% |
| All | +142.1% | +160.5% | -18.3% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling