-7.2%
MTZ vs BTG
+22.2%
-29.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.1% | -1.5% |
| 7D | +16.5% | -5.9% | +22.3% | +17.7% |
| 30D | -10.2% | -5.0% | -5.2% | -9.3% |
| 3M | -34.2% | -4.5% | -29.7% | -33.9% |
| 6M | -56.0% | -7.0% | -49.0% | -56.5% |
| YTD | -14.8% | +11.4% | -26.2% | -22.1% |
| 1Y | -7.2% | +20.1% | -27.4% | -18.8% |
| All | -7.2% | +22.2% | -29.4% | -18.8% |
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 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