+72.3%
BA vs MTZ
+743.1%
-670.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -2.1% |
| 7D | +2.5% | +3.6% | -1.1% | +1.1% |
| 30D | -10.1% | -9.6% | -0.5% | -7.1% |
| 3M | -2.4% | -31.9% | +29.5% | +9.0% |
| 6M | -8.8% | -13.8% | +5.0% | -7.9% |
| YTD | -2.9% | +13.3% | -16.2% | -12.4% |
| 1Y | -8.8% | +39.3% | -48.0% | -25.0% |
| 3Y | -0.3% | +168.3% | -168.6% | -41.2% |
| 5Y | -0.3% | +166.4% | -166.7% | -44.3% |
| 10Y | +72.3% | +739.9% | -667.6% | -40.9% |
| All | +72.3% | +743.1% | -670.7% | -40.9% |
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