-14.3%
MTZ vs BG
+7.2%
-21.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.4% | -17.8% | -15.2% |
| 7D | -7.4% | -3.8% | -3.6% | -7.4% |
| 30D | -23.6% | -9.6% | -14.0% | -23.9% |
| 3M | -38.3% | -8.5% | -29.8% | -38.6% |
| 6M | -60.6% | -23.0% | -37.6% | -60.6% |
| YTD | -22.9% | +10.9% | -33.8% | -18.4% |
| 1Y | -14.3% | +6.0% | -20.2% | -10.2% |
| All | -14.3% | +7.2% | -21.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling