+98.5%
MTZ vs BTDR
-33.7%
+132.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.9% | -1.3% | +7.4% |
| 7D | -2.4% | +7.1% | -9.6% | -3.3% |
| 30D | -11.1% | -31.4% | +20.3% | -7.5% |
| 3M | -30.6% | -39.2% | +8.6% | -27.3% |
| 6M | -54.4% | -50.9% | -3.4% | -51.5% |
| YTD | -13.0% | -41.0% | +28.0% | -10.6% |
| 1Y | -5.7% | -69.9% | +64.3% | +2.6% |
| 3Y | +297.2% | +87.3% | +209.9% | +259.8% |
| All | +98.5% | -33.7% | +132.2% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling