+1,709.5%
BE vs MTZ
+271.0%
+1,438.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.7% | -3.8% |
| 7D | +10.8% | +5.0% | +5.8% | +6.9% |
| 30D | -19.8% | -6.0% | -13.8% | -16.1% |
| 3M | -18.7% | -36.1% | +17.4% | +19.2% |
| 6M | -33.7% | -56.9% | +23.1% | +37.6% |
| YTD | +121.0% | -15.9% | +136.9% | +151.4% |
| 1Y | +85.4% | -3.8% | +89.2% | +89.7% |
| 3Y | +1,709.5% | +272.3% | +1,437.3% | +500.6% |
| All | +1,709.5% | +271.0% | +1,438.5% | +500.6% |
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