+97.7%
MTZ vs BBY
+1.1%
+96.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.4% |
| 7D | +12.9% | +3.7% | +9.1% | +12.0% |
| 30D | -8.5% | +20.9% | -29.4% | -13.2% |
| 3M | -30.6% | +27.6% | -58.2% | -35.5% |
| 6M | -55.1% | +86.9% | -142.0% | -62.9% |
| YTD | -13.0% | +63.3% | -76.3% | -25.9% |
| 1Y | -4.3% | +42.6% | -46.8% | -14.9% |
| 3Y | +284.0% | +89.8% | +194.3% | +197.9% |
| 5Y | +97.7% | -0.1% | +97.7% | +61.3% |
| All | +97.7% | +1.1% | +96.6% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling