+258.1%
MTZ vs BROS
+25.7%
+232.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.3% | +11.9% | +10.0% |
| 7D | -6.4% | -21.2% | +14.8% | -2.3% |
| 30D | -22.1% | -11.6% | -10.5% | -20.7% |
| 3M | -32.7% | -36.7% | +4.0% | -26.9% |
| 6M | -59.8% | -42.8% | -17.0% | -56.1% |
| YTD | -19.9% | -44.8% | +24.9% | -12.5% |
| 1Y | -11.5% | -36.5% | +25.1% | -6.6% |
| 3Y | +258.1% | +27.0% | +231.1% | +228.2% |
| All | +258.1% | +25.7% | +232.4% | +228.2% |
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