+40.4%
MTZ vs BIYA
-99.9%
+140.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.9% | +8.6% | +9.6% |
| 7D | -6.4% | -10.5% | +4.1% | -6.6% |
| 30D | -22.1% | -51.7% | +29.7% | -22.8% |
| 3M | -32.7% | -60.8% | +28.1% | -33.3% |
| 6M | -59.8% | -90.6% | +30.8% | -59.9% |
| YTD | -19.9% | -97.1% | +77.2% | -18.9% |
| 1Y | -11.5% | -99.1% | +87.6% | -8.8% |
| All | +40.4% | -99.9% | +140.3% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling