-7.2%
MTZ vs BAX
+40.9%
-48.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.1% |
| 7D | +16.5% | +0.4% | +16.1% | +16.5% |
| 30D | -10.2% | +3.4% | -13.6% | -10.3% |
| 3M | -34.2% | -4.5% | -29.7% | -34.1% |
| 6M | -56.0% | +44.0% | -100.0% | -56.4% |
| YTD | -14.8% | +34.9% | -49.7% | -16.6% |
| 1Y | -7.2% | +37.9% | -45.1% | -9.1% |
| All | -7.2% | +40.9% | -48.2% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling