+2,056.3%
MTZ vs BTG
+392.0%
+1,664.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -11.1% | +36.8% | -47.9% | -14.4% |
| 3M | -36.7% | +23.1% | -59.8% | -38.4% |
| 6M | -21.9% | +3.5% | -25.4% | -22.9% |
| YTD | +9.1% | +25.5% | -16.4% | +5.1% |
| 1Y | +30.0% | +40.1% | -10.1% | +23.4% |
| 3Y | +138.5% | +101.1% | +37.3% | +115.2% |
| 5Y | +158.3% | +70.6% | +87.8% | +134.3% |
| 10Y | +700.8% | +152.1% | +548.6% | +565.9% |
| All | +2,056.3% | +392.0% | +1,664.3% | +1,492.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling