+303.5%
WDAY vs MTZ
+777.1%
-473.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.3% |
| 7D | +1.8% | +5.0% | -3.1% | +0.9% |
| 30D | +4.1% | -6.0% | +10.1% | +4.4% |
| 3M | -4.8% | -36.1% | +31.3% | +1.4% |
| 6M | +68.6% | -56.9% | +125.5% | +88.8% |
| YTD | -8.5% | -15.9% | +7.4% | -12.8% |
| 1Y | -12.1% | -3.8% | -8.3% | -18.8% |
| 3Y | -13.2% | +272.3% | -285.5% | -44.0% |
| 5Y | -33.7% | +91.1% | -124.8% | -51.7% |
| 10Y | +137.4% | +426.0% | -288.6% | +20.5% |
| All | +303.5% | +777.1% | -473.6% | +92.9% |
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