+297.2%
MTZ vs BG
+5.5%
+291.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +8.5% |
| 7D | -2.4% | +7.4% | -9.8% | -2.8% |
| 30D | -11.1% | -1.5% | -9.6% | -11.0% |
| 3M | -30.6% | -6.1% | -24.6% | -30.4% |
| 6M | -54.4% | -18.0% | -36.4% | -53.7% |
| YTD | -13.0% | +15.6% | -28.7% | -14.9% |
| 1Y | -5.7% | +9.6% | -15.2% | -7.3% |
| 3Y | +297.2% | +6.3% | +290.9% | +319.4% |
| All | +297.2% | +5.5% | +291.7% | +319.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling