+739.9%
MTZ vs BWA
+142.9%
+597.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.9% | +5.7% | +4.8% |
| 7D | +3.6% | +4.3% | -0.7% | +1.1% |
| 30D | -9.6% | -2.9% | -6.7% | -8.3% |
| 3M | -31.9% | -12.4% | -19.5% | -26.8% |
| 6M | -13.8% | +28.6% | -42.4% | -25.4% |
| YTD | +13.3% | +48.2% | -35.0% | -12.2% |
| 1Y | +39.3% | +50.9% | -11.6% | +6.3% |
| 3Y | +168.3% | +72.2% | +96.2% | +82.1% |
| 5Y | +166.4% | +91.1% | +75.3% | +62.0% |
| 10Y | +739.9% | +144.0% | +595.9% | +336.6% |
| All | +739.9% | +142.9% | +597.0% | +336.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling