-15.3%
WDAY vs MTZ
+30.9%
-46.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -4.7% |
| 7D | -4.4% | -1.6% | -2.8% | -4.8% |
| 30D | +14.7% | -11.1% | +25.8% | +11.1% |
| 3M | +32.4% | -36.7% | +69.1% | +17.4% |
| 6M | +36.9% | -21.9% | +58.8% | +24.5% |
| YTD | -8.8% | +9.1% | -18.0% | -16.5% |
| 1Y | -15.3% | +30.0% | -45.3% | -22.4% |
| All | -15.3% | +30.9% | -46.2% | -22.4% |
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 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