-59.8%
MTZ vs BAH
+14.6%
-74.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.4% | +14.0% | +7.4% |
| 7D | -6.4% | -3.5% | -2.9% | -7.7% |
| 30D | -22.1% | +24.3% | -46.3% | -13.6% |
| 3M | -32.7% | +16.3% | -49.0% | -27.4% |
| 6M | -59.8% | +13.6% | -73.4% | -54.8% |
| All | -59.8% | +14.6% | -74.4% | -54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling