+91.7%
BKNG vs MTZ
+159.0%
-67.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.2% |
| 7D | -10.7% | 0.0% | -10.6% | -10.7% |
| 30D | -18.1% | -14.8% | -3.3% | -15.9% |
| 3M | +8.5% | -30.8% | +39.3% | +13.8% |
| 6M | -0.1% | -22.6% | +22.6% | +0.8% |
| YTD | -18.2% | +6.8% | -25.1% | -24.9% |
| 1Y | -19.9% | +22.1% | -42.0% | -29.6% |
| 3Y | +41.6% | +153.1% | -111.5% | -1.5% |
| All | +91.7% | +159.0% | -67.4% | +22.0% |
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