+20.5%
BMY vs MTZ
+160.5%
-139.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.3% |
| 7D | -4.8% | +1.4% | -6.1% | -4.8% |
| 30D | -0.1% | -14.5% | +14.4% | +0.2% |
| 3M | +13.1% | -32.9% | +46.0% | +13.9% |
| 6M | +8.4% | -20.8% | +29.3% | +8.4% |
| YTD | +22.0% | +10.6% | +11.4% | +20.6% |
| 1Y | +40.3% | +27.1% | +13.2% | +38.1% |
| 3Y | +20.5% | +166.1% | -145.6% | +9.4% |
| All | +20.5% | +160.5% | -139.9% | +9.4% |
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