+521.9%
BKR vs MTZ
+2,996.0%
-2,474.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.5% | -3.1% | -6.1% |
| 7D | -6.7% | 0.0% | -6.6% | -6.6% |
| 30D | -8.3% | -14.8% | +6.5% | -6.3% |
| 3M | -5.4% | -30.8% | +25.4% | -1.1% |
| 6M | +0.8% | -22.6% | +23.4% | +3.4% |
| YTD | +31.8% | +6.8% | +25.0% | +28.7% |
| 1Y | +28.6% | +22.1% | +6.4% | +22.8% |
| 3Y | +71.2% | +153.1% | -81.9% | +44.2% |
| 5Y | +179.2% | +161.4% | +17.8% | +131.6% |
| 10Y | +124.0% | +723.1% | -599.2% | +59.5% |
| All | +521.9% | +2,996.0% | -2,474.1% | +301.1% |
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 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