+8,627.7%
WFC vs MTZ
+3,062.5%
+5,565.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.6% |
| 7D | +3.8% | -1.6% | +5.4% | +4.0% |
| 30D | +1.5% | -11.1% | +12.6% | +3.0% |
| 3M | +10.9% | -36.7% | +47.6% | +16.8% |
| 6M | +8.4% | -21.9% | +30.4% | +10.6% |
| YTD | -1.9% | +9.1% | -11.0% | -4.7% |
| 1Y | +12.3% | +30.0% | -17.6% | +6.2% |
| 3Y | +132.3% | +138.5% | -6.1% | +97.9% |
| 5Y | +130.1% | +158.3% | -28.3% | +91.5% |
| 10Y | +134.4% | +700.8% | -566.4% | +66.8% |
| All | +8,627.7% | +3,062.5% | +5,565.2% | +4,770.3% |
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