+6,923.6%
MCK vs MTZ
+7,234.5%
-310.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -0.2% |
| 7D | -2.9% | +1.4% | -4.3% | -3.1% |
| 30D | +0.4% | -14.5% | +14.9% | +1.7% |
| 3M | +12.1% | -32.9% | +45.0% | +15.2% |
| 6M | -5.4% | -20.8% | +15.4% | -4.6% |
| YTD | +7.8% | +10.6% | -2.8% | +5.3% |
| 1Y | +22.9% | +27.1% | -4.1% | +18.3% |
| 3Y | +110.7% | +166.1% | -55.4% | +84.8% |
| 5Y | +346.2% | +170.7% | +175.5% | +285.0% |
| 10Y | +440.1% | +752.2% | -312.1% | +306.4% |
| All | +6,923.6% | +7,234.5% | -310.9% | +3,954.3% |
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