+200.8%
WMB vs MTZ
+89.4%
+111.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.3% |
| 7D | +7.8% | +5.0% | +2.8% | +6.9% |
| 30D | -5.1% | -6.0% | +0.9% | -4.4% |
| 3M | -4.7% | -36.1% | +31.4% | +2.0% |
| 6M | -7.4% | -56.9% | +49.5% | +5.0% |
| YTD | +17.5% | -15.9% | +33.4% | +16.4% |
| 1Y | +19.5% | -3.8% | +23.3% | +15.1% |
| 3Y | +121.3% | +272.3% | -151.0% | +62.9% |
| All | +200.8% | +89.4% | +111.4% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling