+73.1%
BAC vs MTZ
+162.0%
-89.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.9% |
| 7D | +0.6% | +2.3% | -1.7% | +0.1% |
| 30D | -1.4% | -10.3% | +8.9% | +0.6% |
| 3M | +15.7% | -31.8% | +47.6% | +23.1% |
| 6M | +32.2% | -19.2% | +51.4% | +34.0% |
| YTD | +15.8% | +10.7% | +5.0% | +8.0% |
| 1Y | +27.3% | +37.5% | -10.3% | +11.6% |
| 3Y | +137.5% | +162.4% | -24.9% | +70.4% |
| 5Y | +73.1% | +166.3% | -93.3% | +15.7% |
| All | +73.1% | +162.0% | -89.0% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling