+911.5%
BE vs MTZ
+379.7%
+531.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.2% | +5.8% |
| 7D | +20.0% | -1.6% | +21.6% | +21.3% |
| 30D | +7.9% | -11.1% | +19.0% | +17.0% |
| 3M | -13.2% | -36.7% | +23.5% | +20.7% |
| 6M | +53.5% | -21.9% | +75.4% | +86.2% |
| YTD | +191.0% | +9.1% | +181.9% | +174.9% |
| 1Y | +360.5% | +30.0% | +330.6% | +296.6% |
| 3Y | +1,568.0% | +138.5% | +1,429.6% | +839.0% |
| 5Y | +1,055.2% | +158.3% | +896.8% | +495.7% |
| All | +911.5% | +379.7% | +531.8% | +143.1% |
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