+737.1%
MTZ vs BG
+171.4%
+565.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.9% |
| 7D | 0.0% | +3.7% | -3.8% | -1.5% |
| 30D | -14.8% | +12.3% | -27.2% | -18.9% |
| 3M | -30.8% | -2.2% | -28.6% | -30.7% |
| 6M | -22.6% | +5.3% | -28.0% | -25.4% |
| YTD | +6.8% | +42.4% | -35.6% | -9.8% |
| 1Y | +22.1% | +55.2% | -33.1% | -1.7% |
| 3Y | +153.1% | +21.0% | +132.1% | +121.7% |
| 5Y | +161.4% | +87.1% | +74.3% | +73.0% |
| All | +737.1% | +171.4% | +565.6% | +308.2% |
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 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