-11.6%
ABT vs MTZ
+156.0%
-167.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.6% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -5.8% | -14.8% | +9.0% | -5.3% |
| 3M | +16.7% | -30.8% | +47.5% | +17.9% |
| 6M | -5.2% | -22.6% | +17.4% | -5.5% |
| YTD | -16.0% | +6.8% | -22.8% | -18.3% |
| 1Y | -18.3% | +22.1% | -40.4% | -21.5% |
| 3Y | +9.2% | +153.1% | -143.9% | -4.8% |
| 5Y | -11.6% | +161.4% | -173.0% | -26.7% |
| All | -11.6% | +156.0% | -167.5% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling