+277.0%
MTZ vs BBWI
-25.1%
+302.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.6% |
| 7D | +16.5% | -4.5% | +21.0% | +17.5% |
| 30D | -10.2% | +17.1% | -27.3% | -13.7% |
| 3M | -34.2% | +17.5% | -51.6% | -37.1% |
| 6M | -56.0% | +12.8% | -68.8% | -58.0% |
| YTD | -14.8% | +8.2% | -23.0% | -19.0% |
| 1Y | -7.2% | -1.8% | -5.4% | -10.5% |
| All | +277.0% | -25.1% | +302.0% | +289.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling