+398.0%
MTZ vs BTG
+164.8%
+233.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | +5.0% | -9.1% | +14.1% | +6.3% |
| 30D | -6.0% | -1.6% | -4.4% | -6.1% |
| 3M | -36.1% | -2.8% | -33.3% | -36.2% |
| 6M | -56.9% | -7.6% | -49.3% | -56.9% |
| YTD | -15.9% | +10.2% | -26.1% | -18.7% |
| 1Y | -3.8% | +21.3% | -25.1% | -8.2% |
| 3Y | +272.3% | +82.7% | +189.6% | +231.8% |
| 5Y | +91.1% | +30.8% | +60.3% | +72.7% |
| All | +398.0% | +164.8% | +233.2% | +359.1% |
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 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