+1,470.1%
BA vs MTZ
+2,221.3%
-751.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.5% | -9.0% | -0.8% |
| 7D | +1.1% | -6.4% | +7.5% | +1.7% |
| 30D | -7.9% | -22.1% | +14.1% | -5.1% |
| 3M | -25.3% | -32.7% | +7.4% | -21.6% |
| 6M | -24.6% | -59.8% | +35.2% | -15.7% |
| YTD | -20.1% | -19.9% | -0.2% | -19.2% |
| 1Y | -11.8% | -11.5% | -0.3% | -12.0% |
| 3Y | -10.1% | +258.1% | -268.2% | -27.2% |
| 5Y | -22.7% | +85.5% | -108.3% | -32.5% |
| 10Y | +35.1% | +492.2% | -457.1% | +1.8% |
| All | +1,470.1% | +2,221.3% | -751.2% | +753.8% |
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