+18.4%
BX vs MTZ
+168.2%
-149.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.1% | +1.4% |
| 7D | -5.6% | +1.4% | -7.0% | -6.0% |
| 30D | -12.2% | -14.5% | +2.3% | -8.2% |
| 3M | +7.4% | -32.9% | +40.3% | +18.4% |
| 6M | +22.2% | -20.8% | +43.0% | +25.3% |
| YTD | -14.0% | +10.6% | -24.6% | -23.2% |
| 1Y | -27.3% | +27.1% | -54.4% | -39.1% |
| 3Y | +24.5% | +166.1% | -141.6% | -24.9% |
| All | +18.4% | +168.2% | -149.7% | -34.3% |
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