-5.9%
ABT vs MTZ
-14.7%
+8.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -15.4% | +21.0% | +4.0% |
| 7D | +12.5% | -7.4% | +19.9% | +11.7% |
| 30D | +16.1% | -23.6% | +39.7% | +13.4% |
| 3M | +10.2% | -38.3% | +48.5% | +5.7% |
| 6M | +33.7% | -60.6% | +94.3% | +26.0% |
| YTD | -5.5% | -22.9% | +17.4% | -12.9% |
| 1Y | -5.9% | -14.3% | +8.4% | -13.5% |
| All | -5.9% | -14.7% | +8.8% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling