+166.4%
MTZ vs BG
+84.8%
+81.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.4% | -0.6% | +2.9% |
| 7D | +3.6% | +2.4% | +1.2% | +3.0% |
| 30D | -9.6% | +15.0% | -24.7% | -12.4% |
| 3M | -31.9% | -0.7% | -31.3% | -32.0% |
| 6M | -13.8% | +7.5% | -21.3% | -15.7% |
| YTD | +13.3% | +41.6% | -28.4% | +3.4% |
| 1Y | +39.3% | +50.7% | -11.4% | +24.4% |
| 3Y | +168.3% | +20.3% | +148.1% | +153.6% |
| 5Y | +166.4% | +85.2% | +81.2% | +91.7% |
| All | +166.4% | +84.8% | +81.6% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling