+501.4%
MTZ vs BWA
+84.4%
+417.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.7% | +6.8% | +8.0% |
| 7D | -6.4% | -5.5% | -1.0% | -3.1% |
| 30D | -22.1% | -21.7% | -0.3% | -10.3% |
| 3M | -32.7% | -25.6% | -7.1% | -20.5% |
| 6M | -59.8% | -17.4% | -42.4% | -55.4% |
| YTD | -19.9% | +9.2% | -29.1% | -26.4% |
| 1Y | -11.5% | +9.7% | -21.2% | -19.1% |
| 3Y | +258.1% | +54.6% | +203.5% | +157.8% |
| 5Y | +85.5% | +26.8% | +58.8% | +43.0% |
| All | +501.4% | +84.4% | +417.0% | +280.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling