+161.4%
MTZ vs BRO
+17.6%
+143.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | 0.0% | -8.6% | +8.6% | +0.7% |
| 30D | -14.8% | -6.9% | -7.9% | -14.4% |
| 3M | -30.8% | +10.5% | -41.3% | -32.9% |
| 6M | -22.6% | -2.8% | -19.9% | -22.9% |
| YTD | +6.8% | -16.1% | +23.0% | +10.5% |
| 1Y | +22.1% | -27.6% | +49.7% | +32.0% |
| 3Y | +153.1% | -7.3% | +160.4% | +143.9% |
| 5Y | +161.4% | +19.0% | +142.4% | +114.1% |
| All | +161.4% | +17.6% | +143.8% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling