+33.0%
BLK vs MTZ
+168.2%
-135.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.8% |
| 7D | -3.3% | +1.4% | -4.7% | -3.7% |
| 30D | -6.5% | -14.5% | +8.0% | -3.3% |
| 3M | +6.7% | -32.9% | +39.7% | +14.9% |
| 6M | +14.7% | -20.8% | +35.6% | +17.2% |
| YTD | +2.5% | +10.6% | -8.1% | -5.0% |
| 1Y | -2.8% | +27.1% | -29.9% | -13.8% |
| 3Y | +65.9% | +166.1% | -100.3% | +14.6% |
| All | +33.0% | +168.2% | -135.2% | -15.0% |
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