+1,544.0%
MTZ vs BTG
+367.4%
+1,176.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -3.6% |
| 7D | -8.7% | +13.0% | -21.7% | -10.1% |
| 30D | -15.0% | +1.1% | -16.1% | -15.3% |
| 3M | -32.6% | +5.3% | -37.9% | -33.3% |
| 6M | -56.3% | +1.1% | -57.4% | -56.7% |
| YTD | -16.8% | +19.2% | -36.0% | -19.7% |
| 1Y | -10.0% | +31.5% | -41.5% | -14.1% |
| 3Y | +267.1% | +94.3% | +172.8% | +231.8% |
| 5Y | +89.9% | +41.8% | +48.1% | +74.8% |
| 10Y | +442.2% | +162.9% | +279.3% | +349.9% |
| All | +1,544.0% | +367.4% | +1,176.6% | +1,117.0% |
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