+593.1%
MTZ vs BRKR
+173.2%
+420.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | 0.0% | -9.8% | +9.8% | +2.3% |
| 30D | -14.8% | -6.1% | -8.8% | -13.7% |
| 3M | -30.8% | -2.4% | -28.4% | -31.3% |
| 6M | -22.6% | +46.7% | -69.3% | -30.7% |
| YTD | +6.8% | +14.0% | -7.1% | +0.7% |
| 1Y | +22.1% | +76.5% | -54.4% | +3.5% |
| 3Y | +153.1% | -11.7% | +164.8% | +143.8% |
| 5Y | +161.4% | -39.3% | +200.8% | +169.7% |
| 10Y | +723.1% | +154.1% | +569.0% | +520.6% |
| All | +593.1% | +173.2% | +420.0% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling