+404.4%
MTZ vs BTI
+128.6%
+275.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | +16.5% | -3.2% | +19.7% | +17.5% |
| 30D | -10.2% | +9.7% | -19.9% | -13.7% |
| 3M | -34.2% | +11.1% | -45.2% | -37.2% |
| 6M | -56.0% | -1.2% | -54.8% | -56.5% |
| YTD | -14.8% | +12.7% | -27.5% | -20.4% |
| 1Y | -7.2% | +15.8% | -23.0% | -14.2% |
| 3Y | +275.8% | +148.9% | +126.9% | +142.1% |
| 5Y | +93.5% | +151.9% | -58.4% | +21.3% |
| All | +404.4% | +128.6% | +275.7% | +215.1% |
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