+95.0%
MTZ vs BBWI
-67.6%
+162.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.6% |
| 7D | +5.0% | +0.1% | +4.8% | +5.0% |
| 30D | -6.0% | +12.9% | -18.9% | -9.1% |
| 3M | -36.1% | +16.0% | -52.1% | -39.1% |
| 6M | -56.9% | +16.6% | -73.5% | -59.3% |
| YTD | -15.9% | +9.7% | -25.7% | -20.7% |
| 1Y | -3.8% | +1.5% | -5.3% | -8.6% |
| 3Y | +272.3% | -21.4% | +293.6% | +265.3% |
| All | +95.0% | -67.6% | +162.6% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling