+168.3%
MTZ vs BLDR
-54.9%
+223.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.9% | +8.7% | +5.0% |
| 7D | +3.6% | -0.3% | +3.9% | +3.5% |
| 30D | -9.6% | -16.2% | +6.6% | -5.9% |
| 3M | -31.9% | -14.4% | -17.5% | -29.9% |
| 6M | -13.8% | -32.8% | +19.0% | -5.8% |
| YTD | +13.3% | -39.2% | +52.4% | +25.5% |
| 1Y | +39.3% | -57.7% | +97.0% | +72.6% |
| 3Y | +168.3% | -55.3% | +223.6% | +244.6% |
| All | +168.3% | -54.9% | +223.2% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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