+1,930.7%
MTZ vs BUD
+201.1%
+1,729.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -11.1% | -5.7% | -5.4% | -8.6% |
| 3M | -36.7% | +3.1% | -39.8% | -38.4% |
| 6M | -21.9% | +7.9% | -29.8% | -26.0% |
| YTD | +9.1% | +27.3% | -18.2% | -5.6% |
| 1Y | +30.0% | +37.8% | -7.9% | +7.1% |
| 3Y | +138.5% | +49.8% | +88.6% | +80.9% |
| 5Y | +158.3% | +43.8% | +114.5% | +93.4% |
| 10Y | +700.8% | -22.6% | +723.4% | +685.3% |
| All | +1,930.7% | +201.1% | +1,729.6% | +709.6% |
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