+74.8%
MTZ vs BEN
+19.4%
+55.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.7% | +4.8% | +7.1% |
| 7D | -6.4% | +6.6% | -13.0% | -9.7% |
| 30D | -22.1% | +3.8% | -25.9% | -23.9% |
| 3M | -32.7% | +0.2% | -32.9% | -33.1% |
| 6M | -59.8% | +10.4% | -70.3% | -62.2% |
| YTD | -19.9% | +46.2% | -66.1% | -36.2% |
| 1Y | -11.5% | +52.3% | -63.7% | -31.2% |
| 3Y | +258.1% | +65.9% | +192.1% | +155.8% |
| All | +74.8% | +19.4% | +55.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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