-21.0%
BSX vs MTZ
+151.6%
-172.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.9% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | -15.8% | -14.8% | -1.0% | -14.8% |
| 3M | -10.8% | -30.8% | +20.0% | -9.2% |
| 6M | -38.4% | -22.6% | -15.8% | -38.6% |
| YTD | -54.8% | +6.8% | -61.6% | -56.9% |
| 1Y | -59.0% | +22.1% | -81.2% | -61.8% |
| All | -21.0% | +151.6% | -172.6% | -33.7% |
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