+95.0%
MTZ vs BAX
-64.2%
+159.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -6.0% | +4.1% | -10.1% | -6.8% |
| 3M | -36.1% | -4.5% | -31.6% | -35.8% |
| 6M | -56.9% | +49.2% | -106.1% | -60.0% |
| YTD | -15.9% | +35.2% | -51.2% | -21.6% |
| 1Y | -3.8% | +38.3% | -42.1% | -10.9% |
| 3Y | +272.3% | -19.0% | +291.3% | +276.9% |
| All | +95.0% | -64.2% | +159.2% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling