+404.4%
MTZ vs BG
+107.5%
+296.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | +16.5% | +1.5% | +15.0% | +15.9% |
| 30D | -10.2% | -7.0% | -3.2% | -7.8% |
| 3M | -34.2% | -10.0% | -24.2% | -32.0% |
| 6M | -56.0% | -19.8% | -36.2% | -52.7% |
| YTD | -14.8% | +14.3% | -29.1% | -22.3% |
| 1Y | -7.2% | +6.5% | -13.7% | -12.8% |
| 3Y | +275.8% | +4.4% | +271.4% | +243.0% |
| 5Y | +93.5% | +20.2% | +73.3% | +56.2% |
| All | +404.4% | +107.5% | +296.8% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling