+258.1%
MTZ vs BN
+90.6%
+167.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.4% | +10.1% |
| 7D | -6.4% | +5.3% | -11.8% | -10.6% |
| 30D | -22.1% | +11.9% | -34.0% | -28.8% |
| 3M | -32.7% | -5.7% | -26.9% | -30.8% |
| 6M | -59.8% | -10.6% | -49.2% | -57.4% |
| YTD | -19.9% | -9.4% | -10.5% | -17.4% |
| 1Y | -11.5% | -8.8% | -2.7% | -9.3% |
| 3Y | +258.1% | +95.6% | +162.5% | +107.8% |
| All | +258.1% | +90.6% | +167.5% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling