+37.5%
MTZ vs BTI
+2.0%
+35.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | +2.3% | -2.4% | +4.7% | +2.3% |
| 30D | -10.3% | -4.8% | -5.5% | -10.2% |
| 3M | -31.8% | -8.1% | -23.7% | -31.9% |
| 6M | -19.2% | -4.2% | -15.0% | -20.2% |
| YTD | +10.7% | -1.3% | +12.0% | +10.5% |
| 1Y | +37.5% | +2.1% | +35.4% | +42.6% |
| All | +37.5% | +2.0% | +35.5% | +42.6% |
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