+34.2%
MTZ vs BAX
+6.7%
+27.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | -1.6% | -1.1% | -0.4% | -1.5% |
| 30D | -11.1% | -5.5% | -5.6% | -10.7% |
| 3M | -36.7% | +33.5% | -70.2% | -37.8% |
| 6M | -21.9% | +35.9% | -57.8% | -24.2% |
| YTD | +9.1% | +35.4% | -26.2% | +4.6% |
| All | +34.2% | +6.7% | +27.5% | +32.0% |
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