+1,118.6%
ABBV vs MTZ
+871.5%
+247.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.5% |
| 7D | -4.3% | +3.6% | -7.9% | -4.7% |
| 30D | +1.1% | -9.6% | +10.8% | +2.2% |
| 3M | +12.3% | -31.9% | +44.3% | +16.6% |
| 6M | +9.8% | -13.8% | +23.6% | +10.1% |
| YTD | +11.5% | +13.3% | -1.8% | +7.7% |
| 1Y | +22.3% | +39.3% | -17.0% | +14.5% |
| 3Y | +85.2% | +168.3% | -83.2% | +53.4% |
| 5Y | +170.8% | +166.4% | +4.4% | +118.5% |
| 10Y | +485.4% | +739.9% | -254.5% | +267.1% |
| All | +1,118.6% | +871.5% | +247.1% | +676.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling