+767.6%
MTZ vs BTG
+166.0%
+601.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | +2.3% | +2.4% | -0.1% | +1.9% |
| 30D | -10.3% | +9.5% | -19.8% | -11.5% |
| 3M | -31.8% | +38.5% | -70.3% | -35.0% |
| 6M | -19.2% | +5.6% | -24.8% | -20.6% |
| YTD | +10.7% | +23.9% | -13.2% | +6.0% |
| 1Y | +37.5% | +32.1% | +5.4% | +30.2% |
| 3Y | +162.4% | +103.2% | +59.2% | +132.5% |
| 5Y | +166.3% | +79.7% | +86.6% | +136.6% |
| All | +767.6% | +166.0% | +601.6% | +683.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling