+398.0%
MTZ vs BBY
+288.1%
+109.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +5.0% | +4.5% | +0.5% | +3.5% |
| 30D | -6.0% | +16.8% | -22.8% | -12.1% |
| 3M | -36.1% | +23.2% | -59.3% | -42.0% |
| 6M | -56.9% | +91.9% | -148.8% | -67.5% |
| YTD | -15.9% | +61.6% | -77.6% | -33.1% |
| 1Y | -3.8% | +43.9% | -47.7% | -19.9% |
| 3Y | +272.3% | +88.6% | +183.6% | +162.4% |
| 5Y | +91.1% | -3.1% | +94.2% | +72.3% |
| All | +398.0% | +288.1% | +109.9% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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