+21.5%
BX vs MTZ
+151.6%
-130.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -1.9% |
| 7D | -8.9% | 0.0% | -8.9% | -8.9% |
| 30D | -14.8% | -14.8% | +0.1% | -11.6% |
| 3M | +6.9% | -30.8% | +37.7% | +14.3% |
| 6M | +16.3% | -22.6% | +38.9% | +18.7% |
| YTD | -16.1% | +6.8% | -22.9% | -23.9% |
| 1Y | -26.8% | +22.1% | -48.9% | -37.3% |
| All | +21.5% | +151.6% | -130.0% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling