+1,821.9%
BA vs MTZ
+3,062.5%
-1,240.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | +1.2% | -1.6% | +2.7% | +1.4% |
| 30D | -11.6% | -11.1% | -0.6% | -10.3% |
| 3M | -2.4% | -36.7% | +34.3% | +3.1% |
| 6M | -6.6% | -21.9% | +15.3% | -4.5% |
| YTD | -2.2% | +9.1% | -11.4% | -4.7% |
| 1Y | -8.0% | +30.0% | -38.0% | -12.8% |
| 3Y | -5.0% | +138.5% | -143.4% | -18.7% |
| 5Y | -2.7% | +158.3% | -161.1% | -18.4% |
| 10Y | +75.9% | +700.8% | -624.9% | +27.7% |
| All | +1,821.9% | +3,062.5% | -1,240.6% | +906.5% |
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