+398.0%
MTZ vs BR
+277.7%
+120.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +5.0% | +1.1% | +3.9% | +4.6% |
| 30D | -6.0% | +14.4% | -20.4% | -11.7% |
| 3M | -36.1% | +12.4% | -48.5% | -39.9% |
| 6M | -56.9% | +35.4% | -92.3% | -63.5% |
| YTD | -15.9% | -12.2% | -3.7% | -12.2% |
| 1Y | -3.8% | -12.7% | +8.9% | +0.7% |
| 3Y | +272.3% | +14.3% | +258.0% | +228.1% |
| 5Y | +91.1% | +19.3% | +71.8% | +60.9% |
| All | +398.0% | +277.7% | +120.3% | +135.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling