+1,003.0%
BE vs MTZ
+386.2%
+616.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.5% | +3.1% | +4.1% |
| 7D | +9.0% | +1.4% | +7.7% | +8.3% |
| 30D | +16.3% | -14.5% | +30.8% | +30.3% |
| 3M | +10.8% | -32.9% | +43.7% | +47.7% |
| 6M | +73.2% | -20.8% | +94.0% | +107.4% |
| YTD | +217.4% | +10.6% | +206.8% | +197.7% |
| 1Y | +309.8% | +27.1% | +282.7% | +258.4% |
| 3Y | +1,726.2% | +166.1% | +1,560.0% | +858.4% |
| 5Y | +1,306.2% | +170.7% | +1,135.5% | +605.0% |
| All | +1,003.0% | +386.2% | +616.8% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling