+40.1%
GILD vs MTZ
-19.7%
+59.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.2% | -4.1% |
| 7D | +1.2% | -10.6% | +11.8% | +0.7% |
| 30D | +16.2% | -30.4% | +46.6% | +15.7% |
| 3M | +27.9% | -40.4% | +68.3% | +27.6% |
| 6M | +27.1% | -63.7% | +90.7% | +30.1% |
| YTD | +39.0% | -26.9% | +65.9% | +33.3% |
| 1Y | +40.1% | -20.2% | +60.2% | +38.0% |
| All | +40.1% | -19.7% | +59.8% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling