+17,845.4%
WDC vs MTZ
+3,062.5%
+14,782.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.7% | +5.4% |
| 7D | +1.7% | -1.6% | +3.3% | +2.1% |
| 30D | -10.0% | -11.1% | +1.1% | -7.5% |
| 3M | -18.8% | -36.7% | +18.0% | -9.9% |
| 6M | +79.0% | -21.9% | +101.0% | +90.7% |
| YTD | +171.6% | +9.1% | +162.4% | +170.0% |
| 1Y | +417.4% | +30.0% | +387.4% | +396.8% |
| 3Y | +1,251.8% | +138.5% | +1,113.3% | +1,029.5% |
| 5Y | +911.7% | +158.3% | +753.3% | +723.4% |
| 10Y | +1,399.6% | +700.8% | +698.9% | +871.1% |
| All | +17,845.4% | +3,062.5% | +14,782.9% | +7,660.5% |
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 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