+23.9%
BMY vs MTZ
+156.0%
-132.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.9% |
| 7D | -6.4% | 0.0% | -6.3% | -6.4% |
| 30D | +0.2% | -14.8% | +15.1% | +0.7% |
| 3M | +16.0% | -30.8% | +46.8% | +16.9% |
| 6M | +8.3% | -22.6% | +31.0% | +8.6% |
| YTD | +22.2% | +6.8% | +15.4% | +20.9% |
| 1Y | +41.7% | +22.1% | +19.6% | +39.4% |
| 3Y | +20.7% | +153.1% | -132.4% | +13.1% |
| 5Y | +23.9% | +161.4% | -137.5% | +12.8% |
| All | +23.9% | +156.0% | -132.0% | +12.8% |
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