+851.8%
MTZ vs BB
+325.9%
+525.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -4.2% |
| 7D | -8.7% | +11.6% | -20.3% | -10.8% |
| 30D | -15.0% | +2.6% | -17.5% | -16.0% |
| 3M | -32.6% | +3.5% | -36.1% | -33.9% |
| 6M | -56.3% | +43.5% | -99.8% | -60.3% |
| YTD | -16.8% | +141.2% | -158.0% | -32.1% |
| 1Y | -10.0% | +97.4% | -107.4% | -23.9% |
| 3Y | +267.1% | +151.1% | +116.0% | +183.3% |
| 5Y | +89.9% | -12.8% | +102.6% | +71.8% |
| 10Y | +442.2% | +27.5% | +414.8% | +279.3% |
| All | +851.8% | +325.9% | +525.8% | +336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling