-14.3%
MTZ vs BR
-14.2%
0.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.0% | -18.4% | -13.6% |
| 7D | -7.4% | +7.0% | -14.4% | -3.4% |
| 30D | -23.6% | +19.0% | -42.6% | -15.0% |
| 3M | -38.3% | +13.1% | -51.4% | -33.1% |
| 6M | -60.6% | +24.6% | -85.2% | -53.1% |
| YTD | -22.9% | -13.6% | -9.3% | -16.2% |
| 1Y | -14.3% | -13.1% | -1.1% | -5.6% |
| All | -14.3% | -14.2% | 0.0% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling