+133.8%
MTZ vs BTDR
+23.8%
+110.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +1.7% |
| 7D | -1.6% | +20.0% | -21.5% | -3.7% |
| 30D | -11.1% | +11.9% | -23.0% | -12.7% |
| 3M | -36.7% | -36.9% | +0.2% | -34.5% |
| 6M | -21.9% | +56.5% | -78.5% | -26.7% |
| YTD | +9.1% | +10.4% | -1.3% | +5.0% |
| 1Y | +30.0% | +3.1% | +26.9% | +23.8% |
| 3Y | +138.5% | -2.6% | +141.1% | +111.0% |
| 5Y | +158.3% | +25.2% | +133.2% | +123.6% |
| All | +133.8% | +23.8% | +110.0% | +101.1% |
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