+404.4%
MTZ vs BIDU
-51.7%
+456.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.5% |
| 7D | +16.5% | -2.3% | +18.8% | +17.2% |
| 30D | -10.2% | -7.3% | -2.9% | -8.7% |
| 3M | -34.2% | -26.0% | -8.2% | -29.6% |
| 6M | -56.0% | -44.5% | -11.4% | -49.9% |
| YTD | -14.8% | -40.6% | +25.7% | -5.4% |
| 1Y | -7.2% | -39.8% | +32.6% | +2.5% |
| 3Y | +275.8% | -26.7% | +302.5% | +282.3% |
| 5Y | +93.5% | -54.5% | +148.0% | +106.8% |
| All | +404.4% | -51.7% | +456.0% | +374.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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