-14.3%
MTZ vs BRO
-3.8%
-10.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.2% | -19.6% | -12.6% |
| 7D | -7.4% | +12.2% | -19.6% | +0.1% |
| 30D | -23.6% | +21.3% | -44.9% | -12.5% |
| 3M | -38.3% | +4.1% | -42.4% | -36.0% |
| 6M | -60.6% | +28.9% | -89.5% | -53.8% |
| YTD | -22.9% | -6.6% | -16.3% | -17.6% |
| 1Y | -14.3% | -5.6% | -8.7% | -7.7% |
| All | -14.3% | -3.8% | -10.4% | -7.7% |
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