+224.4%
MRK vs MTZ
+773.6%
-549.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.8% |
| 7D | -4.3% | +1.4% | -5.6% | -4.4% |
| 30D | +8.3% | -14.5% | +22.8% | +9.4% |
| 3M | +20.0% | -32.9% | +53.0% | +23.0% |
| 6M | +25.7% | -20.8% | +46.5% | +26.8% |
| YTD | +38.7% | +10.6% | +28.1% | +36.0% |
| 1Y | +74.7% | +27.1% | +47.6% | +69.1% |
| 3Y | +45.4% | +166.1% | -120.8% | +29.0% |
| 5Y | +129.0% | +170.7% | -41.6% | +98.7% |
| All | +224.4% | +773.6% | -549.2% | +129.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling