+258.1%
MTZ vs BBWI
-28.0%
+286.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.3% | +12.8% | +10.2% |
| 7D | -6.4% | -6.2% | -0.2% | -5.4% |
| 30D | -22.1% | +19.9% | -42.0% | -25.5% |
| 3M | -32.7% | +7.1% | -39.8% | -34.4% |
| 6M | -59.8% | +13.7% | -73.5% | -61.7% |
| YTD | -19.9% | +9.6% | -29.5% | -24.1% |
| 1Y | -11.5% | -1.6% | -9.8% | -14.6% |
| 3Y | +258.1% | -25.9% | +284.0% | +259.2% |
| All | +258.1% | -28.0% | +286.1% | +259.2% |
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