+30.0%
MTZ vs BRO
-24.4%
+54.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +1.1% |
| 7D | -1.6% | -2.6% | +1.0% | -3.1% |
| 30D | -11.1% | +0.9% | -12.0% | -10.2% |
| 3M | -36.7% | +24.8% | -61.5% | -29.1% |
| 6M | -21.9% | -0.1% | -21.9% | -16.9% |
| YTD | +9.1% | -9.7% | +18.8% | +13.4% |
| 1Y | +30.0% | -24.5% | +54.4% | +31.8% |
| All | +30.0% | -24.4% | +54.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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