+1,580.1%
MTZ vs BR
+1,485.1%
+95.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +12.9% | +1.9% | +11.0% | +11.7% |
| 30D | -8.5% | +15.9% | -24.4% | -15.7% |
| 3M | -30.6% | +13.7% | -44.3% | -35.9% |
| 6M | -55.1% | +31.0% | -86.1% | -62.4% |
| YTD | -13.0% | -12.0% | -1.0% | -11.3% |
| 1Y | -4.3% | -11.5% | +7.2% | -2.8% |
| 3Y | +284.0% | +14.9% | +269.1% | +232.0% |
| 5Y | +97.7% | +20.1% | +77.6% | +63.4% |
| 10Y | +444.4% | +278.9% | +165.5% | +127.3% |
| All | +1,580.1% | +1,485.1% | +95.0% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling