+166.4%
MTZ vs BDX
-9.0%
+175.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | +2.3% | -3.6% | +5.8% | +2.3% |
| 30D | -10.3% | +0.7% | -11.0% | -10.3% |
| 3M | -31.8% | +19.0% | -50.8% | -32.6% |
| 6M | -19.2% | +10.8% | -30.0% | -19.2% |
| YTD | +10.7% | +20.1% | -9.4% | +9.1% |
| 1Y | +37.5% | +23.1% | +14.5% | +35.0% |
| All | +166.4% | -9.0% | +175.4% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling