+1,335.7%
BP vs MTZ
+3,062.5%
-1,726.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | +3.9% | -1.6% | +5.5% | +4.1% |
| 30D | +7.6% | -11.1% | +18.7% | +8.8% |
| 3M | +0.7% | -36.7% | +37.4% | +4.8% |
| 6M | +15.5% | -21.9% | +37.4% | +17.0% |
| YTD | +30.8% | +9.1% | +21.7% | +27.7% |
| 1Y | +34.3% | +30.0% | +4.3% | +28.3% |
| 3Y | +35.1% | +138.5% | -103.4% | +18.5% |
| 5Y | +126.8% | +158.3% | -31.5% | +95.1% |
| 10Y | +123.4% | +700.8% | -577.4% | +69.7% |
| All | +1,335.7% | +3,062.5% | -1,726.8% | +800.9% |
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