+74.8%
MTZ vs BWA
+26.5%
+48.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.7% | +6.8% | +8.2% |
| 7D | -6.4% | -5.5% | -1.0% | -3.5% |
| 30D | -22.1% | -21.7% | -0.3% | -12.0% |
| 3M | -32.7% | -25.6% | -7.1% | -22.3% |
| 6M | -59.8% | -17.4% | -42.4% | -55.9% |
| YTD | -19.9% | +9.2% | -29.1% | -25.1% |
| 1Y | -11.5% | +9.7% | -21.2% | -17.6% |
| 3Y | +258.1% | +54.6% | +203.5% | +169.0% |
| All | +74.8% | +26.5% | +48.3% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling