+166.3%
MTZ vs BAM
+78.0%
+88.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | -1.6% | -2.0% | +0.4% | -0.6% |
| 30D | -11.1% | -2.9% | -8.2% | -10.1% |
| 3M | -36.7% | +9.4% | -46.1% | -40.5% |
| 6M | -21.9% | +10.8% | -32.7% | -27.5% |
| YTD | +9.1% | -0.4% | +9.6% | +6.7% |
| 1Y | +30.0% | -10.9% | +40.8% | +36.1% |
| 3Y | +138.5% | +61.3% | +77.2% | +86.0% |
| All | +166.3% | +78.0% | +88.3% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling