+1,690.2%
BMY vs MTZ
+3,182.4%
-1,492.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -7.0% | -3.4% |
| 7D | -3.3% | +3.6% | -6.9% | -3.5% |
| 30D | 0.0% | -9.6% | +9.6% | +0.4% |
| 3M | +17.7% | -31.9% | +49.7% | +19.5% |
| 6M | +9.6% | -13.8% | +23.4% | +9.9% |
| YTD | +24.0% | +13.3% | +10.7% | +22.5% |
| 1Y | +45.1% | +39.3% | +5.8% | +41.7% |
| 3Y | +22.5% | +168.3% | -145.9% | +14.4% |
| 5Y | +22.3% | +166.4% | -144.1% | +13.4% |
| 10Y | +62.0% | +739.9% | -678.0% | +39.4% |
| All | +1,690.2% | +3,182.4% | -1,492.2% | +1,353.4% |
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 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