+166.4%
MTZ vs BR
+9.8%
+156.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.4% |
| 7D | +3.6% | -5.9% | +9.5% | +5.1% |
| 30D | -9.6% | +1.9% | -11.5% | -10.4% |
| 3M | -31.9% | +14.7% | -46.6% | -35.2% |
| 6M | -13.8% | -12.8% | -1.0% | -8.8% |
| YTD | +13.3% | -23.0% | +36.3% | +26.7% |
| 1Y | +39.3% | -31.7% | +71.0% | +65.7% |
| 3Y | +168.3% | -4.8% | +173.1% | +163.6% |
| 5Y | +166.4% | +7.8% | +158.6% | +130.0% |
| All | +166.4% | +9.8% | +156.6% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling