+1,106.5%
MTZ vs BAH
+1,056.2%
+50.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.4% | +14.0% | +10.6% |
| 7D | -6.4% | -3.5% | -2.9% | -5.8% |
| 30D | -22.1% | +24.3% | -46.3% | -26.6% |
| 3M | -32.7% | +16.3% | -49.0% | -35.8% |
| 6M | -59.8% | +13.6% | -73.4% | -62.0% |
| YTD | -19.9% | +3.5% | -23.4% | -23.5% |
| 1Y | -11.5% | +2.7% | -14.2% | -15.4% |
| 3Y | +258.1% | -26.6% | +284.7% | +265.1% |
| 5Y | +85.5% | +8.5% | +77.0% | +59.9% |
| 10Y | +492.2% | +225.1% | +267.1% | +236.1% |
| All | +1,106.5% | +1,056.2% | +50.3% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling