-18.1%
WDAY vs MTZ
+26.3%
-44.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +1.5% |
| 7D | -5.2% | +1.4% | -6.5% | -4.7% |
| 30D | +5.9% | -14.5% | +20.4% | +1.3% |
| 3M | +42.3% | -32.9% | +75.2% | +27.8% |
| 6M | +34.7% | -20.8% | +55.6% | +22.6% |
| YTD | -13.5% | +10.6% | -24.1% | -21.3% |
| 1Y | -18.1% | +27.1% | -45.2% | -29.1% |
| All | -18.1% | +26.3% | -44.3% | -29.1% |
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