+78.3%
MTZ vs BTDR
-35.9%
+114.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -4.0% |
| 7D | -8.7% | -7.4% | -1.3% | -7.9% |
| 30D | -15.0% | -33.4% | +18.5% | -11.2% |
| 3M | -32.6% | -26.3% | -6.3% | -30.7% |
| 6M | -56.3% | -52.4% | -3.9% | -53.4% |
| YTD | -16.8% | -42.8% | +26.0% | -14.1% |
| 1Y | -10.0% | -63.7% | +53.6% | -3.6% |
| 3Y | +267.1% | +61.5% | +205.7% | +235.5% |
| 5Y | +89.9% | -35.6% | +125.5% | +75.7% |
| All | +78.3% | -35.9% | +114.2% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling