+793.0%
BKNG vs MTZ
+1,543.8%
-750.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.8% | -1.1% |
| 7D | -10.0% | +1.4% | -11.4% | -10.4% |
| 30D | -18.1% | -14.5% | -3.6% | -15.2% |
| 3M | +6.3% | -32.9% | +39.3% | +14.4% |
| 6M | +0.8% | -20.8% | +21.7% | +3.0% |
| YTD | -18.4% | +10.6% | -29.0% | -24.2% |
| 1Y | -20.4% | +27.1% | -47.5% | -29.1% |
| 3Y | +39.5% | +166.1% | -126.6% | -2.0% |
| 5Y | +92.7% | +170.7% | -78.0% | +31.2% |
| 10Y | +214.1% | +752.2% | -538.2% | +46.3% |
| All | +793.0% | +1,543.8% | -750.8% | +285.4% |
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 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