+2,274.1%
MTZ vs BAX
+898.9%
+1,375.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.0% | +9.4% |
| 7D | -6.4% | +12.1% | -18.6% | -9.7% |
| 30D | -22.1% | +7.6% | -29.7% | -24.1% |
| 3M | -32.7% | -4.5% | -28.2% | -32.2% |
| 6M | -59.8% | +52.0% | -111.8% | -65.2% |
| YTD | -19.9% | +35.1% | -55.1% | -29.2% |
| 1Y | -11.5% | +43.7% | -55.2% | -23.4% |
| 3Y | +258.1% | -20.9% | +279.0% | +259.7% |
| 5Y | +85.5% | -63.5% | +149.1% | +133.1% |
| 10Y | +492.2% | -36.0% | +528.2% | +510.1% |
| All | +2,274.1% | +898.9% | +1,375.2% | +1,142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling