+168.3%
MTZ vs BBY
+42.7%
+125.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.1% |
| 7D | +3.6% | +8.1% | -4.6% | +1.4% |
| 30D | -9.6% | +8.9% | -18.6% | -11.9% |
| 3M | -31.9% | +22.0% | -54.0% | -35.8% |
| 6M | -13.8% | +37.8% | -51.6% | -22.1% |
| YTD | +13.3% | +37.3% | -24.0% | +1.7% |
| 1Y | +39.3% | +21.6% | +17.7% | +30.8% |
| 3Y | +168.3% | +41.5% | +126.8% | +107.0% |
| All | +168.3% | +42.7% | +125.7% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling