+30.0%
MTZ vs BBWI
-34.3%
+64.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.8% |
| 7D | -1.6% | +1.5% | -3.1% | -1.8% |
| 30D | -11.1% | -5.2% | -5.9% | -10.6% |
| 3M | -36.7% | +11.1% | -47.8% | -37.8% |
| 6M | -21.9% | -13.4% | -8.6% | -20.3% |
| YTD | +9.1% | +0.1% | +9.0% | +8.5% |
| 1Y | +30.0% | -36.1% | +66.1% | +48.6% |
| All | +30.0% | -34.3% | +64.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling