+150.0%
WMB vs MTZ
+166.7%
-16.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +1.7% |
| 7D | +0.8% | +3.6% | -2.8% | +0.3% |
| 30D | +7.7% | -9.6% | +17.4% | +9.1% |
| 3M | +6.7% | -31.9% | +38.6% | +11.7% |
| 6M | +3.6% | -13.8% | +17.4% | +3.5% |
| YTD | +28.0% | +13.3% | +14.7% | +21.4% |
| 1Y | +37.6% | +39.3% | -1.7% | +24.6% |
| All | +150.0% | +166.7% | -16.7% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling