-3.8%
MTZ vs BTI
+18.0%
-21.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.0% |
| 7D | +5.0% | +1.6% | +3.3% | +5.4% |
| 30D | -6.0% | +9.2% | -15.2% | -5.2% |
| 3M | -36.1% | +9.6% | -45.8% | -35.4% |
| 6M | -56.9% | -2.4% | -54.4% | -54.9% |
| YTD | -15.9% | +14.2% | -30.1% | -15.9% |
| 1Y | -3.8% | +20.3% | -24.1% | -6.4% |
| All | -3.8% | +18.0% | -21.9% | -6.4% |
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