+217.6%
BAC vs MTZ
+420.7%
-203.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +3.2% | +5.0% | -1.7% | +1.6% |
| 30D | -0.7% | -6.0% | +5.3% | -0.1% |
| 3M | -20.0% | -36.1% | +16.1% | -10.0% |
| 6M | +3.4% | -56.9% | +60.3% | +28.4% |
| YTD | -5.7% | -15.9% | +10.2% | -7.9% |
| 1Y | -1.4% | -3.8% | +2.4% | -8.2% |
| 3Y | +97.9% | +272.3% | -174.3% | +6.2% |
| 5Y | +22.9% | +91.1% | -68.1% | -20.4% |
| All | +217.6% | +420.7% | -203.1% | +27.8% |
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 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