+1,414.8%
BP vs MTZ
+2,337.1%
-922.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | +3.8% | +5.0% | -1.2% | +3.2% |
| 30D | -5.3% | -6.0% | +0.7% | -5.0% |
| 3M | +9.3% | -36.1% | +45.4% | +13.8% |
| 6M | +7.2% | -56.9% | +64.1% | +15.4% |
| YTD | +38.0% | -15.9% | +54.0% | +37.7% |
| 1Y | +33.2% | -3.8% | +37.0% | +30.9% |
| 3Y | +50.3% | +272.3% | -222.0% | +25.6% |
| 5Y | +114.1% | +91.1% | +23.0% | +89.1% |
| 10Y | +140.7% | +426.0% | -285.3% | +89.6% |
| All | +1,414.8% | +2,337.1% | -922.2% | +871.9% |
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