+47.4%
MTZ vs BIYA
-99.9%
+147.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | +9.0% | -4.0% | +5.1% |
| 30D | -6.0% | -12.9% | +6.9% | -6.2% |
| 3M | -36.1% | -54.7% | +18.6% | -36.6% |
| 6M | -56.9% | -85.1% | +28.2% | -56.9% |
| YTD | -15.9% | -96.9% | +81.0% | -14.8% |
| 1Y | -3.8% | -98.5% | +94.7% | -1.4% |
| All | +47.4% | -99.9% | +147.2% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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