+3,257.0%
MTZ vs BNY
+8,076.8%
-4,819.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.3% |
| 7D | +3.6% | +1.5% | +2.1% | +2.8% |
| 30D | -9.6% | +3.3% | -13.0% | -11.1% |
| 3M | -31.9% | +15.3% | -47.3% | -36.2% |
| 6M | -13.8% | +42.5% | -56.3% | -26.5% |
| YTD | +13.3% | +42.0% | -28.8% | -3.7% |
| 1Y | +39.3% | +59.3% | -20.0% | +12.6% |
| 3Y | +168.3% | +291.2% | -122.9% | +46.2% |
| 5Y | +166.4% | +252.1% | -85.7% | +50.2% |
| 10Y | +739.9% | +407.1% | +332.8% | +308.8% |
| All | +3,257.0% | +8,076.8% | -4,819.8% | +684.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling