+1,390.6%
MTZ vs BUD
+214.6%
+1,176.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.0% | +10.3% |
| 7D | -6.4% | +4.5% | -10.9% | -8.9% |
| 30D | -22.1% | +12.5% | -34.6% | -27.3% |
| 3M | -32.7% | 0.0% | -32.7% | -33.5% |
| 6M | -59.8% | +3.8% | -63.6% | -61.4% |
| YTD | -19.9% | +33.1% | -53.0% | -32.9% |
| 1Y | -11.5% | +35.5% | -47.0% | -26.8% |
| 3Y | +258.1% | +49.4% | +208.7% | +170.3% |
| 5Y | +85.5% | +48.0% | +37.5% | +36.1% |
| 10Y | +492.2% | -8.6% | +500.8% | +420.3% |
| All | +1,390.6% | +214.6% | +1,176.0% | +475.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling