+8,296.9%
WFC vs MTZ
+2,337.1%
+5,959.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +2.5% | +5.0% | -2.5% | +1.8% |
| 30D | +7.0% | -6.0% | +13.0% | +7.4% |
| 3M | -1.8% | -36.1% | +34.4% | +3.7% |
| 6M | +18.4% | -56.9% | +75.3% | +30.5% |
| YTD | -5.6% | -15.9% | +10.3% | -5.6% |
| 1Y | +3.9% | -3.8% | +7.7% | +1.9% |
| 3Y | +126.3% | +272.3% | -145.9% | +81.0% |
| 5Y | +91.1% | +91.1% | 0.0% | +64.8% |
| 10Y | +118.5% | +426.0% | -307.4% | +63.0% |
| All | +8,296.9% | +2,337.1% | +5,959.9% | +4,723.2% |
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