+504.9%
ABBV vs MTZ
+773.6%
-268.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.4% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | +3.4% | -14.5% | +17.8% | +5.1% |
| 3M | +15.2% | -32.9% | +48.1% | +19.6% |
| 6M | +14.7% | -20.8% | +35.5% | +16.1% |
| YTD | +15.2% | +10.6% | +4.6% | +11.6% |
| 1Y | +20.4% | +27.1% | -6.7% | +14.2% |
| 3Y | +91.3% | +166.1% | -74.8% | +58.7% |
| 5Y | +189.6% | +170.7% | +18.9% | +132.2% |
| All | +504.9% | +773.6% | -268.7% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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