+753.2%
MTZ vs BBWI
-58.2%
+811.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | -0.5% |
| 7D | +2.3% | -4.4% | +6.7% | +3.5% |
| 30D | -10.3% | -7.4% | -2.9% | -8.9% |
| 3M | -31.8% | -2.2% | -29.6% | -32.3% |
| 6M | -19.2% | -16.3% | -2.9% | -17.3% |
| YTD | +10.7% | -9.1% | +19.9% | +9.8% |
| 1Y | +37.5% | -34.5% | +72.1% | +47.6% |
| 3Y | +162.4% | -47.0% | +209.3% | +186.8% |
| 5Y | +166.3% | -68.8% | +235.2% | +222.9% |
| 10Y | +753.2% | -57.4% | +810.5% | +655.8% |
| All | +753.2% | -58.2% | +811.4% | +655.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling