+106.2%
AMGN vs MTZ
+159.0%
-52.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -2.1% |
| 7D | -13.9% | 0.0% | -13.8% | -13.9% |
| 30D | -7.1% | -14.8% | +7.7% | -6.4% |
| 3M | +13.9% | -30.8% | +44.7% | +15.7% |
| 6M | +3.2% | -22.6% | +25.9% | +3.9% |
| YTD | +19.2% | +6.8% | +12.4% | +17.5% |
| 1Y | +41.1% | +22.1% | +19.0% | +37.8% |
| 3Y | +61.3% | +153.1% | -91.8% | +46.7% |
| All | +106.2% | +159.0% | -52.8% | +81.5% |
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 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