+95.0%
MTZ vs BB
-17.6%
+112.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -0.7% |
| 7D | +5.0% | +1.8% | +3.2% | +4.7% |
| 30D | -6.0% | +8.1% | -14.1% | -8.4% |
| 3M | -36.1% | -1.0% | -35.1% | -36.8% |
| 6M | -56.9% | +45.9% | -102.8% | -61.4% |
| YTD | -15.9% | +134.8% | -150.7% | -33.4% |
| 1Y | -3.8% | +104.6% | -108.4% | -21.6% |
| 3Y | +272.3% | +152.8% | +119.4% | +173.9% |
| All | +95.0% | -17.6% | +112.6% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling