+296.4%
WBD vs MTZ
+2,650.6%
-2,354.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.5% |
| 7D | -0.7% | +3.6% | -4.3% | -1.7% |
| 30D | +5.0% | -9.6% | +14.6% | +7.5% |
| 3M | +6.2% | -31.9% | +38.2% | +14.9% |
| 6M | +0.6% | -13.8% | +14.4% | +1.1% |
| YTD | -2.4% | +13.3% | -15.7% | -9.6% |
| 1Y | +127.7% | +39.3% | +88.4% | +98.1% |
| 3Y | +148.4% | +168.3% | -19.9% | +73.8% |
| 5Y | +4.2% | +166.4% | -162.2% | -29.3% |
| 10Y | +10.8% | +739.9% | -729.1% | -48.5% |
| All | +296.4% | +2,650.6% | -2,354.2% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling