-14.3%
MTZ vs BDX
+54.0%
-68.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.6% | -21.0% | -12.9% |
| 7D | -7.4% | +7.2% | -14.6% | -4.2% |
| 30D | -23.6% | +15.8% | -39.4% | -18.9% |
| 3M | -38.3% | +23.7% | -62.0% | -33.2% |
| 6M | -60.6% | +44.8% | -105.4% | -56.4% |
| YTD | -22.9% | +39.8% | -62.7% | -14.7% |
| 1Y | -14.3% | +52.3% | -66.6% | -3.1% |
| All | -14.3% | +54.0% | -68.3% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling