+112.4%
MTZ vs BAM
+84.8%
+27.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.4% | +5.5% |
| 7D | +12.9% | -2.9% | +15.7% | +14.6% |
| 30D | -8.5% | +14.7% | -23.2% | -15.4% |
| 3M | -30.6% | -4.1% | -26.5% | -29.8% |
| 6M | -55.1% | +9.6% | -64.7% | -58.2% |
| YTD | -13.0% | +3.4% | -16.4% | -17.2% |
| 1Y | -4.3% | +1.0% | -5.3% | -7.5% |
| 3Y | +284.0% | +88.2% | +195.8% | +181.2% |
| All | +112.4% | +84.8% | +27.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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