+75.8%
BND vs MTZ
+2,100.0%
-2,024.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -0.1% | +2.3% | -2.4% | -0.1% |
| 30D | -0.2% | -10.3% | +10.1% | -0.3% |
| 3M | -0.7% | -31.8% | +31.2% | -0.8% |
| 6M | -1.7% | -19.2% | +17.5% | -1.7% |
| YTD | -0.5% | +10.7% | -11.3% | -0.4% |
| 1Y | +0.4% | +37.5% | -37.2% | +0.6% |
| 3Y | +13.1% | +162.4% | -149.2% | +13.7% |
| 5Y | -2.1% | +166.3% | -168.4% | -1.5% |
| 10Y | +15.7% | +753.2% | -737.5% | +17.8% |
| All | +75.8% | +2,100.0% | -2,024.2% | +82.1% |
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