+30.0%
MTZ vs BWA
+59.1%
-29.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +1.1% |
| 7D | -1.6% | +5.7% | -7.2% | -3.6% |
| 30D | -11.1% | +1.4% | -12.5% | -11.5% |
| 3M | -36.7% | -12.1% | -24.6% | -34.6% |
| 6M | -21.9% | +28.6% | -50.5% | -26.3% |
| YTD | +9.1% | +51.1% | -42.0% | -3.8% |
| 1Y | +30.0% | +55.9% | -25.9% | +13.9% |
| All | +30.0% | +59.1% | -29.1% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling