-56.0%
MTZ vs BTG
-4.7%
-51.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.1% | -1.4% |
| 7D | +16.5% | -5.9% | +22.3% | +17.9% |
| 30D | -10.2% | -5.0% | -5.2% | -8.8% |
| 3M | -34.2% | -4.5% | -29.7% | -33.7% |
| 6M | -56.0% | -7.0% | -49.0% | -55.1% |
| All | -56.0% | -4.7% | -51.3% | -55.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling