+32.2%
WDAY vs MTZ
-15.7%
+47.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -4.5% |
| 7D | -4.4% | -1.6% | -2.8% | -4.9% |
| 30D | +14.7% | -11.1% | +25.8% | +10.1% |
| 3M | +32.4% | -36.7% | +69.1% | +11.2% |
| All | +32.2% | -15.7% | +47.9% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling