+739.9%
MTZ vs BTI
+67.8%
+672.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +3.6% | -1.4% | +4.9% | +4.0% |
| 30D | -9.6% | -7.0% | -2.6% | -7.4% |
| 3M | -31.9% | -6.3% | -25.6% | -31.0% |
| 6M | -13.8% | -2.0% | -11.8% | -14.4% |
| YTD | +13.3% | +0.2% | +13.1% | +11.4% |
| 1Y | +39.3% | +3.8% | +35.5% | +34.9% |
| 3Y | +168.3% | +112.1% | +56.3% | +87.8% |
| 5Y | +166.4% | +113.6% | +52.8% | +82.3% |
| 10Y | +739.9% | +69.6% | +670.3% | +494.7% |
| All | +739.9% | +67.8% | +672.2% | +494.7% |
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