-13.6%
BKNG vs MTZ
-14.7%
+1.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -15.4% | +25.2% | +7.6% |
| 7D | +15.6% | -7.4% | +23.0% | +14.3% |
| 30D | +8.0% | -23.6% | +31.6% | +4.7% |
| 3M | -11.8% | -38.3% | +26.5% | -16.3% |
| 6M | +3.8% | -60.6% | +64.4% | -4.5% |
| YTD | -19.6% | -22.9% | +3.3% | -27.6% |
| 1Y | -13.6% | -14.3% | +0.7% | -24.5% |
| All | -13.6% | -14.7% | +1.1% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling