+766.7%
MTZ vs BRO
+294.2%
+472.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +1.4% | -7.3% | +8.7% | +4.3% |
| 30D | -14.5% | -6.9% | -7.6% | -12.5% |
| 3M | -32.9% | +10.7% | -43.6% | -37.7% |
| 6M | -20.8% | -2.7% | -18.2% | -22.7% |
| YTD | +10.6% | -16.3% | +26.9% | +15.6% |
| 1Y | +27.1% | -29.1% | +56.2% | +44.4% |
| 3Y | +166.1% | -7.8% | +174.0% | +147.7% |
| 5Y | +170.7% | +18.7% | +151.9% | +100.7% |
| All | +766.7% | +294.2% | +472.4% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling