+392.9%
BAC vs MTZ
+773.6%
-380.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.9% |
| 7D | 0.0% | +1.4% | -1.3% | -0.5% |
| 30D | -2.8% | -14.5% | +11.7% | +1.6% |
| 3M | +14.2% | -32.9% | +47.2% | +25.9% |
| 6M | +30.5% | -20.8% | +51.4% | +34.6% |
| YTD | +15.8% | +10.6% | +5.2% | +5.8% |
| 1Y | +26.2% | +27.1% | -0.9% | +8.9% |
| 3Y | +136.5% | +166.1% | -29.6% | +47.2% |
| 5Y | +75.9% | +170.7% | -94.7% | +2.7% |
| All | +392.9% | +773.6% | -380.7% | +69.0% |
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