+120.2%
BKR vs MTZ
+773.6%
-653.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.9% |
| 7D | -7.0% | +1.4% | -8.3% | -7.5% |
| 30D | -8.1% | -14.5% | +6.4% | -3.0% |
| 3M | -6.6% | -32.9% | +26.3% | +5.1% |
| 6M | +0.9% | -20.8% | +21.7% | +5.3% |
| YTD | +31.1% | +10.6% | +20.5% | +19.2% |
| 1Y | +27.7% | +27.1% | +0.6% | +9.0% |
| 3Y | +71.2% | +166.1% | -94.9% | +1.2% |
| 5Y | +177.6% | +170.7% | +7.0% | +53.2% |
| All | +120.2% | +773.6% | -653.4% | -27.1% |
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