+2,274.1%
MTZ vs BN
+15,687.7%
-13,413.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.4% | +10.0% |
| 7D | -6.4% | +5.3% | -11.8% | -9.5% |
| 30D | -22.1% | +11.9% | -34.0% | -27.0% |
| 3M | -32.7% | -5.7% | -26.9% | -31.3% |
| 6M | -59.8% | -10.6% | -49.2% | -58.1% |
| YTD | -19.9% | -9.4% | -10.5% | -17.8% |
| 1Y | -11.5% | -8.8% | -2.7% | -9.4% |
| 3Y | +258.1% | +95.6% | +162.5% | +152.5% |
| 5Y | +85.5% | +30.2% | +55.4% | +55.5% |
| 10Y | +492.2% | +277.0% | +215.2% | +201.2% |
| All | +2,274.1% | +15,687.7% | -13,413.6% | +438.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling