+19.4%
BIL vs MTZ
+156.0%
-136.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.3% | -14.8% | +15.1% | +0.3% |
| 3M | +0.9% | -30.8% | +31.7% | +0.9% |
| 6M | +1.8% | -22.6% | +24.4% | +1.8% |
| YTD | +2.5% | +6.8% | -4.4% | +2.5% |
| 1Y | +3.7% | +22.1% | -18.4% | +3.7% |
| 3Y | +14.1% | +153.1% | -139.0% | +14.1% |
| 5Y | +19.4% | +161.4% | -142.0% | +19.4% |
| All | +19.4% | +156.0% | -136.6% | +19.4% |
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