-14.3%
MTZ vs BBWI
+2.4%
-16.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.1% | -19.5% | -15.6% |
| 7D | -7.4% | +8.8% | -16.2% | -8.0% |
| 30D | -23.6% | +34.8% | -58.4% | -25.7% |
| 3M | -38.3% | +12.9% | -51.2% | -39.0% |
| 6M | -60.6% | +29.6% | -90.2% | -61.7% |
| YTD | -22.9% | +20.8% | -43.7% | -24.3% |
| 1Y | -14.3% | +4.1% | -18.3% | -14.6% |
| All | -14.3% | +2.4% | -16.7% | -14.6% |
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