-14.3%
MTZ vs BTI
+24.7%
-38.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.4% | -18.8% | -15.0% |
| 7D | -7.4% | +5.3% | -12.7% | -6.9% |
| 30D | -23.6% | +19.1% | -42.7% | -23.0% |
| 3M | -38.3% | +6.5% | -44.8% | -37.4% |
| 6M | -60.6% | +9.4% | -70.0% | -60.7% |
| YTD | -22.9% | +14.4% | -37.3% | -23.8% |
| 1Y | -14.3% | +23.9% | -38.2% | -17.8% |
| All | -14.3% | +24.7% | -38.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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