-6.0%
MTZ vs BAX
+47.2%
-53.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +8.5% |
| 7D | -2.4% | +9.0% | -11.5% | -2.7% |
| 30D | -11.1% | +8.5% | -19.6% | -11.4% |
| 3M | -30.6% | -4.1% | -26.5% | -30.6% |
| 6M | -54.4% | +46.9% | -101.3% | -54.8% |
| YTD | -13.0% | +38.4% | -51.4% | -14.6% |
| All | -6.0% | +47.2% | -53.1% | -7.3% |
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