+442.2%
MTZ vs BUD
-4.3%
+446.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.5% | -4.8% |
| 7D | -8.7% | +6.0% | -14.8% | -11.3% |
| 30D | -15.0% | +11.3% | -26.2% | -19.4% |
| 3M | -32.6% | +3.6% | -36.2% | -34.3% |
| 6M | -56.3% | +7.7% | -64.1% | -58.5% |
| YTD | -16.8% | +36.4% | -53.2% | -29.6% |
| 1Y | -10.0% | +37.8% | -47.9% | -24.5% |
| 3Y | +267.1% | +51.2% | +215.9% | +185.0% |
| 5Y | +89.9% | +53.4% | +36.5% | +41.4% |
| 10Y | +442.2% | -3.2% | +445.4% | +313.9% |
| All | +442.2% | -4.3% | +446.5% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling