+197.1%
ABT vs MTZ
+773.6%
-576.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.7% |
| 7D | -5.9% | +1.4% | -7.2% | -6.0% |
| 30D | -8.1% | -14.5% | +6.4% | -6.9% |
| 3M | +14.5% | -32.9% | +47.5% | +17.6% |
| 6M | -6.3% | -20.8% | +14.6% | -5.8% |
| YTD | -17.1% | +10.6% | -27.7% | -19.8% |
| 1Y | -21.4% | +27.1% | -48.4% | -25.2% |
| 3Y | +5.9% | +166.1% | -160.2% | -10.5% |
| 5Y | -12.8% | +170.7% | -183.4% | -28.1% |
| All | +197.1% | +773.6% | -576.5% | +99.8% |
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