+428.1%
WMT vs MTZ
+773.6%
-345.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.1% |
| 7D | 0.0% | +1.4% | -1.3% | -0.1% |
| 30D | -7.4% | -14.5% | +7.1% | -6.6% |
| 3M | -10.9% | -32.9% | +22.1% | -9.0% |
| 6M | -12.7% | -20.8% | +8.2% | -12.1% |
| YTD | -3.2% | +10.6% | -13.8% | -5.0% |
| 1Y | +5.3% | +27.1% | -21.8% | +2.1% |
| 3Y | +101.9% | +166.1% | -64.3% | +83.2% |
| 5Y | +134.6% | +170.7% | -36.1% | +110.0% |
| All | +428.1% | +773.6% | -345.5% | +328.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling