-3.8%
MTZ vs BDX
+48.3%
-52.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -0.8% |
| 7D | +5.0% | +2.9% | +2.1% | +6.2% |
| 30D | -6.0% | +15.4% | -21.4% | +0.2% |
| 3M | -36.1% | +20.5% | -56.6% | -30.8% |
| 6M | -56.9% | +53.2% | -110.1% | -51.8% |
| YTD | -15.9% | +45.7% | -61.6% | -6.8% |
| 1Y | -3.8% | +47.3% | -51.1% | +6.3% |
| All | -3.8% | +48.3% | -52.1% | +6.3% |
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