+136.4%
BAC vs MTZ
+165.0%
-28.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.1% |
| 7D | +1.2% | +3.6% | -2.4% | +0.5% |
| 30D | -0.7% | -9.6% | +8.9% | +0.8% |
| 3M | +16.9% | -31.9% | +48.9% | +23.1% |
| 6M | +29.6% | -13.8% | +43.4% | +28.9% |
| YTD | +15.3% | +13.3% | +2.0% | +7.4% |
| 1Y | +28.8% | +39.3% | -10.5% | +13.6% |
| 3Y | +136.4% | +168.3% | -32.0% | +79.3% |
| All | +136.4% | +165.0% | -28.6% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling