+753.2%
MTZ vs BR
+185.2%
+568.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +2.3% | -5.0% | +7.3% | +4.4% |
| 30D | -10.3% | -2.5% | -7.8% | -9.7% |
| 3M | -31.8% | +13.5% | -45.3% | -36.7% |
| 6M | -19.2% | -9.4% | -9.8% | -17.0% |
| YTD | +10.7% | -23.3% | +34.0% | +23.0% |
| 1Y | +37.5% | -31.6% | +69.1% | +62.4% |
| 3Y | +162.4% | -5.1% | +167.4% | +154.9% |
| 5Y | +166.3% | +8.2% | +158.1% | +134.6% |
| 10Y | +753.2% | +189.8% | +563.3% | +431.6% |
| All | +753.2% | +185.2% | +568.0% | +431.6% |
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 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