+30.0%
MTZ vs BTG
+38.4%
-8.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.4% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -11.1% | +36.8% | -47.9% | -17.0% |
| 3M | -36.7% | +23.1% | -59.8% | -40.1% |
| 6M | -21.9% | +3.5% | -25.4% | -24.5% |
| YTD | +9.1% | +25.5% | -16.4% | -0.6% |
| 1Y | +30.0% | +40.1% | -10.1% | +13.1% |
| All | +30.0% | +38.4% | -8.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling