+1,090.1%
BAC vs MTZ
+2,368.0%
-1,277.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | +1.5% | +16.5% | -15.0% | -1.2% |
| 30D | -6.4% | -10.2% | +3.8% | -5.3% |
| 3M | -21.7% | -34.2% | +12.5% | -16.9% |
| 6M | +0.5% | -56.0% | +56.5% | +12.6% |
| YTD | -6.7% | -14.8% | +8.2% | -7.0% |
| 1Y | -4.7% | -7.2% | +2.6% | -6.4% |
| 3Y | +96.1% | +275.8% | -179.7% | +49.1% |
| 5Y | +21.7% | +93.5% | -71.8% | +1.1% |
| 10Y | +232.0% | +432.7% | -200.7% | +129.6% |
| All | +1,090.1% | +2,368.0% | -1,277.9% | +481.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling