+2,006.5%
MTZ vs BR
+1,321.0%
+685.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +3.8% |
| 7D | -1.6% | -5.3% | +3.7% | +1.1% |
| 30D | -11.1% | +6.4% | -17.5% | -14.3% |
| 3M | -36.7% | +13.6% | -50.3% | -42.0% |
| 6M | -21.9% | -6.7% | -15.2% | -21.8% |
| YTD | +9.1% | -21.1% | +30.2% | +18.8% |
| 1Y | +30.0% | -29.6% | +59.5% | +50.2% |
| 3Y | +138.5% | -2.4% | +140.8% | +127.2% |
| 5Y | +158.3% | +11.2% | +147.1% | +123.2% |
| 10Y | +700.8% | +191.8% | +509.0% | +287.3% |
| All | +2,006.5% | +1,321.0% | +685.5% | +333.6% |
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 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