+1,273.2%
BE vs MTZ
+165.3%
+1,107.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -1.1% |
| 7D | +23.9% | +2.3% | +21.7% | +21.9% |
| 30D | +27.8% | -10.3% | +38.1% | +39.4% |
| 3M | +3.7% | -31.8% | +35.6% | +40.1% |
| 6M | +78.0% | -19.2% | +97.1% | +112.2% |
| YTD | +209.9% | +10.7% | +199.2% | +186.8% |
| 1Y | +389.6% | +37.5% | +352.1% | +297.5% |
| 3Y | +1,730.6% | +162.4% | +1,568.2% | +834.7% |
| All | +1,273.2% | +165.3% | +1,107.8% | +547.3% |
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