-14.3%
MTZ vs BRKR
+65.8%
-80.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +12.9% | -28.3% | -15.8% |
| 7D | -7.4% | +2.9% | -10.3% | -7.1% |
| 30D | -23.6% | -0.1% | -23.5% | -23.2% |
| 3M | -38.3% | +26.9% | -65.2% | -39.8% |
| 6M | -60.6% | +75.6% | -136.2% | -63.9% |
| YTD | -22.9% | +35.8% | -58.7% | -27.6% |
| 1Y | -14.3% | +58.6% | -72.9% | -21.9% |
| All | -14.3% | +65.8% | -80.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling