+12,674.7%
BLK vs MTZ
+1,083.2%
+11,591.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.2% |
| 7D | -5.2% | 0.0% | -5.1% | -5.2% |
| 30D | -7.0% | -14.8% | +7.8% | -4.4% |
| 3M | +5.7% | -30.8% | +36.5% | +11.5% |
| 6M | +11.0% | -22.6% | +33.6% | +14.2% |
| YTD | +0.9% | +6.8% | -5.9% | -2.8% |
| 1Y | -1.6% | +22.1% | -23.7% | -7.9% |
| 3Y | +64.5% | +153.1% | -88.6% | +29.9% |
| 5Y | +30.9% | +161.4% | -130.6% | +1.0% |
| 10Y | +275.1% | +723.1% | -448.0% | +124.6% |
| All | +12,674.7% | +1,083.2% | +11,591.5% | +5,809.0% |
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 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