+39.3%
MTZ vs BBWI
-33.4%
+72.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.1% | +6.9% | +4.1% |
| 7D | +3.6% | +1.6% | +2.0% | +3.3% |
| 30D | -9.6% | -6.2% | -3.4% | -9.1% |
| 3M | -31.9% | +4.3% | -36.3% | -32.5% |
| 6M | -13.8% | -7.2% | -6.6% | -13.2% |
| YTD | +13.3% | -3.0% | +16.3% | +13.1% |
| 1Y | +39.3% | -30.8% | +70.0% | +51.3% |
| All | +39.3% | -33.4% | +72.6% | +51.3% |
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