+54,805.5%
AMGN vs MTZ
+3,182.4%
+51,623.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.8% | -13.9% | -10.4% |
| 7D | -10.3% | +3.6% | -13.8% | -10.6% |
| 30D | -3.8% | -9.6% | +5.9% | -3.1% |
| 3M | +14.4% | -31.9% | +46.3% | +17.3% |
| 6M | +7.8% | -13.8% | +21.6% | +8.2% |
| YTD | +22.6% | +13.3% | +9.3% | +20.1% |
| 1Y | +44.2% | +39.3% | +4.9% | +38.6% |
| 3Y | +65.8% | +168.3% | -102.5% | +48.2% |
| 5Y | +108.0% | +166.4% | -58.4% | +83.5% |
| 10Y | +209.9% | +739.9% | -530.1% | +140.8% |
| All | +54,805.5% | +3,182.4% | +51,623.1% | +35,138.6% |
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 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