+156.1%
MTZ vs BROS
+43.3%
+112.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | -1.6% | -6.7% | +5.1% | -0.5% |
| 30D | -11.1% | -29.1% | +18.0% | -6.4% |
| 3M | -36.7% | -16.7% | -20.0% | -35.5% |
| 6M | -21.9% | -11.6% | -10.3% | -21.5% |
| YTD | +9.1% | -23.9% | +33.0% | +12.0% |
| 1Y | +30.0% | -34.8% | +64.7% | +36.2% |
| 3Y | +138.5% | +62.1% | +76.4% | +113.5% |
| All | +156.1% | +43.3% | +112.8% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling