+21,168.1%
MTZ vs BWA
+2,636.0%
+18,532.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.4% | +3.2% | +6.0% |
| 7D | -2.4% | -0.6% | -1.8% | -1.8% |
| 30D | -11.1% | -16.1% | +5.0% | -3.0% |
| 3M | -30.6% | -24.6% | -6.0% | -20.6% |
| 6M | -54.4% | -15.7% | -38.7% | -50.5% |
| YTD | -13.0% | +15.1% | -28.1% | -20.4% |
| 1Y | -5.7% | +15.9% | -21.5% | -14.1% |
| 3Y | +297.2% | +67.1% | +230.1% | +197.2% |
| 5Y | +95.9% | +34.7% | +61.1% | +57.7% |
| 10Y | +492.6% | +99.5% | +393.1% | +287.3% |
| All | +21,168.1% | +2,636.0% | +18,532.1% | +5,135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling