+950.6%
BX vs MTZ
+1,506.9%
-556.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -3.0% |
| 7D | -2.0% | +3.6% | -5.5% | -3.3% |
| 30D | -2.3% | -9.6% | +7.3% | +0.8% |
| 3M | +18.5% | -31.9% | +50.5% | +31.5% |
| 6M | +23.7% | -13.8% | +37.5% | +24.4% |
| YTD | -10.4% | +13.3% | -23.6% | -19.4% |
| 1Y | -19.6% | +39.3% | -58.8% | -33.8% |
| 3Y | +30.8% | +168.3% | -137.5% | -20.4% |
| 5Y | +24.3% | +166.4% | -142.1% | -26.6% |
| 10Y | +679.5% | +739.9% | -60.5% | +155.6% |
| All | +950.6% | +1,506.9% | -556.3% | +76.4% |
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