+272.3%
MTZ vs BROS
+30.6%
+241.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.7% | -2.6% |
| 7D | +5.0% | +6.3% | -1.3% | +3.7% |
| 30D | -6.0% | -8.3% | +2.3% | -4.9% |
| 3M | -36.1% | -29.8% | -6.3% | -32.0% |
| 6M | -56.9% | -25.8% | -31.0% | -55.4% |
| YTD | -15.9% | -41.4% | +25.4% | -9.3% |
| 1Y | -3.8% | -35.2% | +31.3% | +1.1% |
| 3Y | +272.3% | +32.8% | +239.5% | +238.5% |
| All | +272.3% | +30.6% | +241.7% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling