+766.7%
MTZ vs BDX
+59.3%
+707.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +1.4% | -3.2% | +4.5% | +2.2% |
| 30D | -14.5% | -2.5% | -11.9% | -14.0% |
| 3M | -32.9% | +21.4% | -54.4% | -37.1% |
| 6M | -20.8% | +10.4% | -31.3% | -23.7% |
| YTD | +10.6% | +18.8% | -8.2% | +3.9% |
| 1Y | +27.1% | +21.7% | +5.4% | +18.3% |
| 3Y | +166.1% | -10.0% | +176.1% | +169.4% |
| 5Y | +170.7% | -1.8% | +172.5% | +160.9% |
| All | +766.7% | +59.3% | +707.4% | +651.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling