+111.5%
WDAY vs MTZ
+743.7%
-632.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | 0.0% |
| 7D | -10.5% | 0.0% | -10.5% | -10.6% |
| 30D | +2.1% | -14.8% | +16.9% | +4.3% |
| 3M | +34.6% | -30.8% | +65.4% | +39.0% |
| 6M | +29.9% | -22.6% | +52.5% | +29.6% |
| YTD | -13.8% | +6.8% | -20.6% | -20.1% |
| 1Y | -18.3% | +22.1% | -40.4% | -26.8% |
| 3Y | -26.2% | +153.1% | -179.3% | -45.9% |
| 5Y | -30.8% | +161.4% | -192.2% | -51.2% |
| All | +111.5% | +743.7% | -632.2% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling