+6,467.5%
ABT vs MTZ
+3,182.4%
+3,285.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -2.8% |
| 7D | -3.1% | +3.6% | -6.7% | -3.3% |
| 30D | -2.1% | -9.6% | +7.5% | -1.6% |
| 3M | +17.4% | -31.9% | +49.4% | +19.4% |
| 6M | -2.4% | -13.8% | +11.4% | -2.3% |
| YTD | -14.2% | +13.3% | -27.5% | -15.6% |
| 1Y | -18.3% | +39.3% | -57.6% | -20.8% |
| 3Y | +11.5% | +168.3% | -156.8% | +2.6% |
| 5Y | -9.9% | +166.4% | -176.3% | -17.7% |
| 10Y | +204.4% | +739.9% | -535.6% | +154.8% |
| All | +6,467.5% | +3,182.4% | +3,285.1% | +4,667.3% |
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