+3,134.4%
MTZ vs BN
+15,251.3%
-12,116.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | -1.6% | -2.5% | +0.9% | -0.4% |
| 30D | -11.1% | -9.5% | -1.6% | -6.6% |
| 3M | -36.7% | -10.4% | -26.3% | -33.5% |
| 6M | -21.9% | -6.4% | -15.6% | -20.0% |
| YTD | +9.1% | -11.9% | +21.0% | +14.5% |
| 1Y | +30.0% | -8.6% | +38.6% | +34.0% |
| 3Y | +138.5% | +77.6% | +60.9% | +76.9% |
| 5Y | +158.3% | +37.0% | +121.3% | +112.8% |
| 10Y | +700.8% | +266.4% | +434.4% | +316.8% |
| All | +3,134.4% | +15,251.3% | -12,116.9% | +650.9% |
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