+28.1%
BA vs MTZ
+544.1%
-516.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.6% | -9.2% | -3.6% |
| 7D | -1.7% | -2.4% | +0.7% | -2.0% |
| 30D | -9.5% | -11.1% | +1.6% | -6.9% |
| 3M | -26.5% | -30.6% | +4.1% | -17.8% |
| 6M | -27.4% | -54.4% | +27.0% | -7.8% |
| YTD | -20.6% | -13.0% | -7.6% | -22.6% |
| 1Y | -11.4% | -5.7% | -5.7% | -16.8% |
| 3Y | -10.8% | +297.2% | -308.0% | -56.8% |
| 5Y | -21.9% | +95.9% | -117.8% | -52.0% |
| 10Y | +28.1% | +492.6% | -464.5% | -51.6% |
| All | +28.1% | +544.1% | -516.0% | -51.6% |
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 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