+166.3%
MTZ vs BDX
-2.5%
+168.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +2.3% | -4.1% | +6.4% | +2.8% |
| 30D | -10.3% | +0.1% | -10.4% | -10.4% |
| 3M | -31.8% | +18.3% | -50.1% | -33.9% |
| 6M | -19.2% | +10.1% | -29.3% | -20.4% |
| YTD | +10.7% | +19.4% | -8.7% | +6.8% |
| 1Y | +37.5% | +22.3% | +15.2% | +31.8% |
| 3Y | +162.4% | -9.4% | +171.7% | +169.6% |
| 5Y | +166.3% | -2.0% | +168.3% | +154.9% |
| All | +166.3% | -2.5% | +168.8% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling