+714.5%
MTZ vs BAX
-34.3%
+748.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | -1.6% | -1.1% | -0.4% | -1.3% |
| 30D | -11.1% | -5.5% | -5.6% | -9.9% |
| 3M | -36.7% | +33.5% | -70.2% | -41.7% |
| 6M | -21.9% | +35.9% | -57.8% | -28.7% |
| YTD | +9.1% | +35.4% | -26.2% | -1.5% |
| 1Y | +30.0% | +9.8% | +20.2% | +23.8% |
| 3Y | +138.5% | -32.7% | +171.2% | +156.1% |
| 5Y | +158.3% | -65.6% | +223.9% | +245.7% |
| All | +714.5% | -34.3% | +748.8% | +879.9% |
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