+5,039.4%
WMB vs MTZ
+2,337.1%
+2,702.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 6M | -7.4% | -56.9% | +49.5% | +3.9% |
| YTD | +17.5% | -15.9% | +33.4% | +17.9% |
| 1Y | +19.5% | -3.8% | +23.3% | +17.2% |
| 3Y | +121.3% | +272.3% | -151.0% | +71.1% |
| 5Y | +200.5% | +91.1% | +109.4% | +152.2% |
| 10Y | +281.9% | +426.0% | -144.1% | +166.8% |
| All | +5,039.4% | +2,337.1% | +2,702.3% | +2,580.6% |
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