+5,376.0%
WMB vs MTZ
+3,062.5%
+2,313.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | +0.6% | -1.6% | +2.2% | +0.8% |
| 30D | +3.3% | -11.1% | +14.3% | +5.0% |
| 3M | +3.1% | -36.7% | +39.8% | +9.5% |
| 6M | -0.7% | -21.9% | +21.2% | +1.6% |
| YTD | +25.2% | +9.1% | +16.0% | +21.1% |
| 1Y | +32.9% | +30.0% | +2.9% | +24.5% |
| 3Y | +140.6% | +138.5% | +2.1% | +99.4% |
| 5Y | +273.5% | +158.3% | +115.1% | +199.9% |
| 10Y | +334.2% | +700.8% | -366.6% | +185.7% |
| All | +5,376.0% | +3,062.5% | +2,313.5% | +2,653.8% |
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