+3,257.0%
MTZ vs BRO
+26,306.2%
-23,049.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.5% | +8.3% | +5.0% |
| 7D | +3.6% | -5.4% | +8.9% | +5.0% |
| 30D | -9.6% | -4.3% | -5.3% | -8.8% |
| 3M | -31.9% | +17.8% | -49.8% | -35.9% |
| 6M | -13.8% | -6.8% | -7.1% | -14.1% |
| YTD | +13.3% | -13.8% | +27.1% | +14.9% |
| 1Y | +39.3% | -27.8% | +67.1% | +47.9% |
| 3Y | +168.3% | -4.7% | +173.0% | +160.6% |
| 5Y | +166.4% | +20.6% | +145.8% | +139.4% |
| 10Y | +739.9% | +293.7% | +446.2% | +464.3% |
| All | +3,257.0% | +26,306.2% | -23,049.2% | +1,663.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling