+2,366.0%
MTZ vs BTI
+6,769.3%
-4,403.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.6% | -4.6% |
| 7D | -8.7% | -0.1% | -8.6% | -9.0% |
| 30D | -15.0% | +9.6% | -24.5% | -17.1% |
| 3M | -32.6% | +8.3% | -40.9% | -34.3% |
| 6M | -56.3% | +7.5% | -63.8% | -57.6% |
| YTD | -16.8% | +12.3% | -29.1% | -20.1% |
| 1Y | -10.0% | +16.2% | -26.3% | -14.3% |
| 3Y | +267.1% | +148.0% | +119.1% | +186.8% |
| 5Y | +89.9% | +153.2% | -63.4% | +46.9% |
| 10Y | +442.2% | +128.2% | +314.0% | +324.3% |
| All | +2,366.0% | +6,769.3% | -4,403.3% | +1,172.0% |
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