+156.5%
MTZ vs BTDR
+0.5%
+156.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +1.6% |
| 7D | -1.6% | +20.0% | -21.5% | -4.0% |
| 30D | -11.1% | +11.9% | -23.0% | -13.0% |
| 3M | -36.7% | -36.9% | +0.2% | -34.1% |
| 6M | -21.9% | +56.5% | -78.5% | -27.5% |
| YTD | +9.1% | +10.4% | -1.3% | +4.2% |
| 1Y | +30.0% | +3.1% | +26.9% | +22.4% |
| All | +156.5% | +0.5% | +156.0% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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