+950.2%
BSX vs MTZ
+20,529.7%
-19,579.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -7.0% | +2.3% | -9.3% | -7.3% |
| 30D | -10.9% | -10.3% | -0.6% | -9.9% |
| 3M | -8.2% | -31.8% | +23.7% | -5.0% |
| 6M | -37.5% | -19.2% | -18.3% | -36.8% |
| YTD | -52.8% | +10.7% | -63.6% | -54.2% |
| 1Y | -58.4% | +37.5% | -95.9% | -60.8% |
| 3Y | -16.5% | +162.4% | -178.9% | -28.7% |
| 5Y | -1.0% | +166.3% | -167.3% | -16.9% |
| 10Y | +91.2% | +753.2% | -661.9% | +35.9% |
| All | +950.2% | +20,529.7% | -19,579.5% | +451.5% |
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