+142.4%
GILD vs MTZ
+168.2%
-25.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | -4.8% | +1.4% | -6.2% | -4.9% |
| 30D | +5.8% | -14.5% | +20.3% | +6.3% |
| 3M | +14.9% | -32.9% | +47.9% | +16.2% |
| 6M | -0.4% | -20.8% | +20.5% | -0.1% |
| YTD | +18.5% | +10.6% | +7.9% | +17.3% |
| 1Y | +25.1% | +27.1% | -2.0% | +23.1% |
| 3Y | +105.9% | +166.1% | -60.3% | +94.1% |
| All | +142.4% | +168.2% | -25.8% | +118.4% |
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 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