+444.4%
MTZ vs BAX
-35.7%
+480.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +12.9% | -0.6% | +13.5% | +13.1% |
| 30D | -8.5% | +6.3% | -14.8% | -10.2% |
| 3M | -30.6% | -4.6% | -26.1% | -30.2% |
| 6M | -55.1% | +50.4% | -105.5% | -60.1% |
| YTD | -13.0% | +38.0% | -51.0% | -22.2% |
| 1Y | -4.3% | +44.6% | -48.9% | -15.8% |
| 3Y | +284.0% | -15.1% | +299.2% | +281.1% |
| 5Y | +97.7% | -63.3% | +161.0% | +158.8% |
| 10Y | +444.4% | -34.4% | +478.8% | +611.2% |
| All | +444.4% | -35.7% | +480.1% | +611.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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