+401.8%
MTZ vs BBIO
+144.2%
+257.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +3.6% | -2.4% | +5.9% | +3.8% |
| 30D | -9.6% | -11.5% | +1.9% | -8.4% |
| 3M | -31.9% | +11.0% | -42.9% | -32.8% |
| 6M | -13.8% | +14.4% | -28.2% | -15.4% |
| YTD | +13.3% | -2.3% | +15.5% | +12.7% |
| 1Y | +39.3% | +37.7% | +1.6% | +33.0% |
| 3Y | +168.3% | +163.1% | +5.2% | +133.9% |
| 5Y | +166.4% | +49.5% | +116.9% | +112.9% |
| All | +401.8% | +144.2% | +257.6% | +225.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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