+142.7%
WFC vs MTZ
+743.7%
-601.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.8% |
| 7D | +0.3% | 0.0% | +0.3% | +0.2% |
| 30D | +2.3% | -14.8% | +17.1% | +7.0% |
| 3M | +9.8% | -30.8% | +40.6% | +19.4% |
| 6M | +15.6% | -22.6% | +38.2% | +19.9% |
| YTD | -2.4% | +6.8% | -9.3% | -9.9% |
| 1Y | +13.8% | +22.1% | -8.3% | -0.3% |
| 3Y | +134.6% | +153.1% | -18.5% | +49.9% |
| 5Y | +127.9% | +161.4% | -33.5% | +36.5% |
| All | +142.7% | +743.7% | -601.1% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling