+492.6%
MTZ vs BTI
+114.6%
+378.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.3% | +9.9% | +9.0% |
| 7D | -2.4% | -2.9% | +0.5% | -1.9% |
| 30D | -11.1% | +8.3% | -19.4% | -14.1% |
| 3M | -30.6% | +2.9% | -33.5% | -32.0% |
| 6M | -54.4% | +6.2% | -60.6% | -56.2% |
| YTD | -13.0% | +10.9% | -23.9% | -18.2% |
| 1Y | -5.7% | +16.6% | -22.2% | -13.0% |
| 3Y | +297.2% | +142.2% | +154.9% | +160.8% |
| 5Y | +95.9% | +151.3% | -55.4% | +23.9% |
| 10Y | +492.6% | +113.9% | +378.7% | +302.0% |
| All | +492.6% | +114.6% | +378.1% | +302.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling