+26,583.9%
MTZ vs BWA
+3,492.4%
+23,091.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +0.8% |
| 7D | -1.6% | +5.7% | -7.2% | -4.2% |
| 30D | -11.1% | +1.4% | -12.5% | -11.7% |
| 3M | -36.7% | -12.1% | -24.6% | -32.7% |
| 6M | -21.9% | +28.6% | -50.5% | -30.8% |
| YTD | +9.1% | +51.1% | -42.0% | -12.4% |
| 1Y | +30.0% | +55.9% | -25.9% | +2.4% |
| 3Y | +138.5% | +70.1% | +68.3% | +75.4% |
| 5Y | +158.3% | +90.7% | +67.7% | +75.7% |
| 10Y | +700.8% | +154.0% | +546.8% | +362.7% |
| All | +26,583.9% | +3,492.4% | +23,091.5% | +5,660.3% |
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