-21.9%
MTZ vs BTDR
+56.7%
-78.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +1.1% |
| 7D | -1.6% | +20.0% | -21.5% | -6.4% |
| 30D | -11.1% | +11.9% | -23.0% | -14.9% |
| 3M | -36.7% | -36.9% | +0.2% | -34.1% |
| 6M | -21.9% | +56.5% | -78.5% | -35.2% |
| All | -21.9% | +56.7% | -78.7% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling