+404.4%
MTZ vs BTG
+167.5%
+236.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.1% | -1.6% |
| 7D | +16.5% | -5.9% | +22.3% | +17.5% |
| 30D | -10.2% | -5.0% | -5.2% | -9.8% |
| 3M | -34.2% | -4.5% | -29.7% | -34.1% |
| 6M | -56.0% | -7.0% | -49.0% | -56.0% |
| YTD | -14.8% | +11.4% | -26.2% | -17.8% |
| 1Y | -7.2% | +20.1% | -27.4% | -11.4% |
| 3Y | +275.8% | +81.5% | +194.3% | +235.0% |
| 5Y | +93.5% | +32.1% | +61.4% | +74.7% |
| All | +404.4% | +167.5% | +236.8% | +364.3% |
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