+214.5%
BAC vs MTZ
+427.4%
-212.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.3% |
| 7D | +1.5% | +16.5% | -15.0% | -3.3% |
| 30D | -6.4% | -10.2% | +3.8% | -4.5% |
| 3M | -21.7% | -34.2% | +12.5% | -12.7% |
| 6M | +0.5% | -56.0% | +56.5% | +23.9% |
| YTD | -6.7% | -14.8% | +8.2% | -9.1% |
| 1Y | -4.7% | -7.2% | +2.6% | -10.1% |
| 3Y | +96.1% | +275.8% | -179.7% | +5.0% |
| 5Y | +21.7% | +93.5% | -71.8% | -21.5% |
| All | +214.5% | +427.4% | -212.9% | +26.1% |
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