+134.0%
BP vs MTZ
+743.7%
-609.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.7% |
| 7D | +5.7% | 0.0% | +5.8% | +5.7% |
| 30D | +8.1% | -14.8% | +22.9% | +12.1% |
| 3M | +8.6% | -30.8% | +39.4% | +16.1% |
| 6M | +18.1% | -22.6% | +40.8% | +21.1% |
| YTD | +37.6% | +6.8% | +30.8% | +28.3% |
| 1Y | +39.4% | +22.1% | +17.3% | +24.3% |
| 3Y | +40.1% | +153.1% | -113.0% | -5.0% |
| 5Y | +141.3% | +161.4% | -20.1% | +53.3% |
| All | +134.0% | +743.7% | -609.7% | 0.0% |
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 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