+161.4%
MTZ vs BNY
+250.1%
-88.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.6% | -3.6% |
| 7D | 0.0% | -1.1% | +1.0% | +0.6% |
| 30D | -14.8% | +1.4% | -16.3% | -15.7% |
| 3M | -30.8% | +16.8% | -47.6% | -37.6% |
| 6M | -22.6% | +42.0% | -64.6% | -38.5% |
| YTD | +6.8% | +41.9% | -35.1% | -15.8% |
| 1Y | +22.1% | +59.2% | -37.1% | -10.7% |
| 3Y | +153.1% | +290.9% | -137.8% | +5.4% |
| 5Y | +161.4% | +259.0% | -97.6% | +4.2% |
| All | +161.4% | +250.1% | -88.7% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling