+3,739.1%
MRK vs MTZ
+3,109.1%
+630.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -2.7% | +2.3% | -5.0% | -2.9% |
| 30D | +12.7% | -10.3% | +23.0% | +13.3% |
| 3M | +24.2% | -31.8% | +56.1% | +26.5% |
| 6M | +27.8% | -19.2% | +47.0% | +28.7% |
| YTD | +42.2% | +10.7% | +31.5% | +40.3% |
| 1Y | +80.2% | +37.5% | +42.7% | +75.2% |
| 3Y | +48.4% | +162.4% | -114.0% | +36.8% |
| 5Y | +133.6% | +166.3% | -32.7% | +112.8% |
| 10Y | +236.2% | +753.2% | -516.9% | +178.2% |
| All | +3,739.1% | +3,109.1% | +630.1% | +2,796.4% |
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 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