+157.9%
MTZ vs BAH
-3.4%
+161.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.2% |
| 7D | -1.6% | -3.2% | +1.7% | -1.3% |
| 30D | -11.1% | +2.0% | -13.1% | -11.3% |
| 3M | -36.7% | -7.6% | -29.1% | -36.0% |
| 6M | -21.9% | -5.7% | -16.3% | -21.6% |
| YTD | +9.1% | -11.7% | +20.8% | +9.8% |
| 1Y | +30.0% | -27.4% | +57.3% | +35.5% |
| 3Y | +138.5% | -32.5% | +171.0% | +142.1% |
| All | +157.9% | -3.4% | +161.3% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling