+57.7%
AMGN vs MTZ
+160.5%
-102.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.9% | -1.5% |
| 7D | -13.7% | +1.4% | -15.1% | -13.8% |
| 30D | -8.8% | -14.5% | +5.7% | -8.0% |
| 3M | +7.2% | -32.9% | +40.1% | +9.3% |
| 6M | +1.3% | -20.8% | +22.1% | +1.8% |
| YTD | +17.6% | +10.6% | +7.0% | +15.2% |
| 1Y | +37.2% | +27.1% | +10.1% | +32.8% |
| 3Y | +57.7% | +166.1% | -108.4% | +47.6% |
| All | +57.7% | +160.5% | -102.7% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling