+404.4%
MTZ vs BBY
+285.7%
+118.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | +16.5% | +4.0% | +12.4% | +15.0% |
| 30D | -10.2% | +17.6% | -27.8% | -16.2% |
| 3M | -34.2% | +25.9% | -60.1% | -40.7% |
| 6M | -56.0% | +85.1% | -141.1% | -66.3% |
| YTD | -14.8% | +60.6% | -75.5% | -32.1% |
| 1Y | -7.2% | +40.2% | -47.4% | -21.9% |
| 3Y | +275.8% | +86.6% | +189.1% | +166.0% |
| 5Y | +93.5% | -3.7% | +97.2% | +74.9% |
| All | +404.4% | +285.7% | +118.7% | +182.1% |
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