+156.7%
MTZ vs BIDU
-40.3%
+197.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.3% |
| 7D | -1.6% | +2.4% | -4.0% | -2.1% |
| 30D | -11.1% | -10.5% | -0.6% | -9.1% |
| 3M | -36.7% | -26.2% | -10.5% | -32.9% |
| 6M | -21.9% | -16.4% | -5.5% | -19.8% |
| YTD | +9.1% | -23.9% | +33.0% | +13.9% |
| 1Y | +30.0% | +1.3% | +28.7% | +27.4% |
| 3Y | +138.5% | -32.1% | +170.5% | +145.2% |
| All | +156.7% | -40.3% | +197.0% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling