+26.1%
BIL vs MTZ
+420.7%
-394.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.1% | +5.0% | -4.9% | +0.1% |
| 30D | +0.3% | -6.0% | +6.4% | +0.3% |
| 3M | +1.0% | -36.1% | +37.1% | +1.0% |
| 6M | +1.9% | -56.9% | +58.7% | +1.9% |
| YTD | +3.2% | -15.9% | +19.1% | +3.2% |
| 1Y | +3.7% | -3.8% | +7.5% | +3.7% |
| 3Y | +13.8% | +272.3% | -258.4% | +13.8% |
| 5Y | +20.3% | +91.1% | -70.8% | +20.3% |
| All | +26.1% | +420.7% | -394.6% | +26.2% |
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