+2,274.1%
MTZ vs BTI
+6,777.2%
-4,503.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.5% | +13.0% | +10.3% |
| 7D | -6.4% | -1.0% | -5.4% | -6.4% |
| 30D | -22.1% | +13.0% | -35.0% | -24.6% |
| 3M | -32.7% | +5.3% | -38.0% | -33.9% |
| 6M | -59.8% | +5.3% | -65.1% | -60.8% |
| YTD | -19.9% | +12.4% | -32.3% | -23.1% |
| 1Y | -11.5% | +18.9% | -30.4% | -16.1% |
| 3Y | +258.1% | +144.0% | +114.0% | +181.0% |
| 5Y | +85.5% | +156.3% | -70.7% | +43.2% |
| 10Y | +492.2% | +115.3% | +376.9% | +368.5% |
| All | +2,274.1% | +6,777.2% | -4,503.1% | +1,124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling