+417.4%
WDC vs MTZ
+30.9%
+386.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.7% | +4.2% |
| 7D | +1.7% | -1.6% | +3.3% | +3.1% |
| 30D | -10.0% | -11.1% | +1.1% | -0.8% |
| 3M | -18.8% | -36.7% | +18.0% | +18.0% |
| 6M | +79.0% | -21.9% | +101.0% | +117.7% |
| YTD | +171.6% | +9.1% | +162.4% | +155.2% |
| 1Y | +417.4% | +30.0% | +387.4% | +359.5% |
| All | +417.4% | +30.9% | +386.5% | +359.5% |
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