+1,616.3%
MTZ vs BG
+1,131.5%
+484.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | -1.6% | +2.8% | -4.4% | -2.6% |
| 30D | -11.1% | +12.0% | -23.1% | -14.8% |
| 3M | -36.7% | -7.7% | -29.0% | -35.4% |
| 6M | -21.9% | +4.5% | -26.4% | -24.2% |
| YTD | +9.1% | +35.7% | -26.6% | -3.8% |
| 1Y | +30.0% | +50.1% | -20.1% | +9.3% |
| 3Y | +138.5% | +12.6% | +125.8% | +117.7% |
| 5Y | +158.3% | +75.4% | +82.9% | +94.2% |
| 10Y | +700.8% | +150.5% | +550.3% | +406.2% |
| All | +1,616.3% | +1,131.5% | +484.8% | +823.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling