+714.5%
MTZ vs BB
-0.1%
+714.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -5.6% | +4.1% | -0.5% |
| 30D | -11.1% | -11.8% | +0.7% | -8.9% |
| 3M | -36.7% | -25.5% | -11.2% | -33.3% |
| 6M | -21.9% | +121.3% | -143.2% | -34.5% |
| YTD | +9.1% | +103.2% | -94.0% | -6.9% |
| 1Y | +30.0% | +102.6% | -72.7% | +10.4% |
| 3Y | +138.5% | +37.5% | +101.0% | +107.1% |
| 5Y | +158.3% | -30.4% | +188.8% | +143.3% |
| All | +714.5% | -0.1% | +714.7% | +446.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling