+444.4%
MTZ vs BAH
+211.3%
+233.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | +12.9% | -1.6% | +14.5% | +13.1% |
| 30D | -8.5% | +18.0% | -26.6% | -11.7% |
| 3M | -30.6% | +11.4% | -42.0% | -32.5% |
| 6M | -55.1% | +17.7% | -72.8% | -57.2% |
| YTD | -13.0% | +5.4% | -18.3% | -16.1% |
| 1Y | -4.3% | +2.8% | -7.0% | -7.2% |
| 3Y | +284.0% | -26.7% | +310.7% | +294.6% |
| 5Y | +97.7% | +8.1% | +89.6% | +70.8% |
| 10Y | +444.4% | +202.5% | +241.9% | +239.1% |
| All | +444.4% | +211.3% | +233.1% | +239.1% |
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