+714.5%
MTZ vs BN
+267.0%
+447.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | -1.6% | -2.5% | +0.9% | 0.0% |
| 30D | -11.1% | -9.5% | -1.6% | -5.2% |
| 3M | -36.7% | -10.4% | -26.3% | -32.6% |
| 6M | -21.9% | -6.4% | -15.6% | -19.6% |
| YTD | +9.1% | -11.9% | +21.0% | +15.8% |
| 1Y | +30.0% | -8.6% | +38.6% | +34.5% |
| 3Y | +138.5% | +77.6% | +60.9% | +57.6% |
| 5Y | +158.3% | +37.0% | +121.3% | +95.4% |
| All | +714.5% | +267.0% | +447.5% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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