-1.4%
BAC vs MTZ
-7.9%
+6.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.0% |
| 7D | +3.2% | +5.0% | -1.7% | +3.1% |
| 30D | -0.7% | -6.0% | +5.3% | -0.7% |
| 3M | -20.0% | -36.1% | +16.1% | -18.6% |
| 6M | +3.4% | -56.9% | +60.3% | +7.4% |
| YTD | -5.7% | -15.9% | +10.2% | -10.9% |
| 1Y | -1.4% | -3.8% | +2.4% | -8.8% |
| All | -1.4% | -7.9% | +6.5% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling