+766.7%
MTZ vs BNY
+416.3%
+350.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -1.3% | +2.7% | +2.3% |
| 30D | -14.5% | -0.2% | -14.3% | -14.5% |
| 3M | -32.9% | +14.9% | -47.9% | -39.5% |
| 6M | -20.8% | +40.0% | -60.8% | -38.0% |
| YTD | +10.6% | +42.0% | -31.4% | -14.9% |
| 1Y | +27.1% | +56.9% | -29.8% | -9.1% |
| 3Y | +166.1% | +289.9% | -123.7% | -1.2% |
| 5Y | +170.7% | +259.2% | -88.5% | +2.4% |
| All | +766.7% | +416.3% | +350.4% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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