+55.3%
BE vs MTZ
-14.7%
+70.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.4% | +9.0% | +7.3% |
| 7D | -12.1% | -7.4% | -4.7% | -8.1% |
| 30D | -30.1% | -23.6% | -6.5% | -11.9% |
| 3M | -12.1% | -38.3% | +26.2% | +34.1% |
| 6M | -30.6% | -60.6% | +30.0% | +68.9% |
| YTD | +130.6% | -22.9% | +153.5% | +124.8% |
| 1Y | +55.3% | -14.3% | +69.6% | +14.7% |
| All | +55.3% | -14.7% | +70.0% | +14.7% |
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 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