+492.6%
MTZ vs BAH
+218.8%
+273.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +8.3% |
| 7D | -2.4% | -1.5% | -0.9% | -2.3% |
| 30D | -11.1% | +17.3% | -28.4% | -14.1% |
| 3M | -30.6% | +14.9% | -45.5% | -32.9% |
| 6M | -54.4% | +14.2% | -68.6% | -56.2% |
| YTD | -13.0% | +5.1% | -18.2% | -16.1% |
| 1Y | -5.7% | +2.1% | -7.8% | -8.4% |
| 3Y | +297.2% | -26.0% | +323.2% | +306.6% |
| 5Y | +95.9% | +9.0% | +86.9% | +68.5% |
| 10Y | +492.6% | +208.8% | +283.8% | +273.2% |
| All | +492.6% | +218.8% | +273.9% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling