+158.5%
MTZ vs BTI
+114.4%
+44.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | -11.1% | -6.6% | -4.5% | -10.6% |
| 3M | -36.7% | -3.0% | -33.7% | -36.9% |
| 6M | -21.9% | -6.7% | -15.3% | -21.9% |
| YTD | +9.1% | +0.6% | +8.6% | +8.5% |
| 1Y | +30.0% | +5.6% | +24.4% | +28.9% |
| All | +158.5% | +114.4% | +44.1% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling