+141.3%
BP vs MTZ
+156.0%
-14.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.3% |
| 7D | +5.7% | 0.0% | +5.8% | +5.7% |
| 30D | +8.1% | -14.8% | +22.9% | +10.0% |
| 3M | +8.6% | -30.8% | +39.4% | +12.3% |
| 6M | +18.1% | -22.6% | +40.8% | +19.2% |
| YTD | +37.6% | +6.8% | +30.8% | +31.2% |
| 1Y | +39.4% | +22.1% | +17.3% | +29.4% |
| 3Y | +40.1% | +153.1% | -113.0% | +12.0% |
| 5Y | +141.3% | +161.4% | -20.1% | +77.0% |
| All | +141.3% | +156.0% | -14.7% | +77.0% |
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