+709.2%
MTZ vs BWA
+147.6%
+561.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +0.6% |
| 7D | -1.6% | +5.7% | -7.2% | -4.6% |
| 30D | -11.1% | +1.4% | -12.5% | -11.8% |
| 3M | -36.7% | -12.1% | -24.6% | -32.1% |
| 6M | -21.9% | +28.6% | -50.5% | -32.4% |
| YTD | +9.1% | +51.1% | -42.0% | -16.3% |
| 1Y | +30.0% | +55.9% | -25.9% | -2.6% |
| 3Y | +138.5% | +70.1% | +68.3% | +63.3% |
| 5Y | +158.3% | +90.7% | +67.7% | +57.6% |
| All | +709.2% | +147.6% | +561.6% | +316.5% |
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