+7.2%
BP vs MTZ
-57.6%
+64.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +0.8% |
| 7D | +3.8% | +5.0% | -1.2% | +4.1% |
| 30D | -5.3% | -6.0% | +0.7% | -5.4% |
| 3M | +9.3% | -36.1% | +45.4% | +6.2% |
| 6M | +7.2% | -56.9% | +64.1% | +0.6% |
| All | +7.2% | -57.6% | +64.8% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling