+2,479.7%
MTZ vs BDX
+6,267.7%
-3,788.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.3% |
| 7D | +12.9% | +2.5% | +10.3% | +12.0% |
| 30D | -8.5% | +13.6% | -22.1% | -12.7% |
| 3M | -30.6% | +18.9% | -49.6% | -35.0% |
| 6M | -55.1% | +51.8% | -106.9% | -61.7% |
| YTD | -13.0% | +43.3% | -56.3% | -24.7% |
| 1Y | -4.3% | +48.0% | -52.2% | -18.1% |
| 3Y | +284.0% | +23.7% | +260.4% | +241.5% |
| 5Y | +97.7% | +24.9% | +72.8% | +73.1% |
| 10Y | +444.4% | +92.2% | +352.2% | +298.7% |
| All | +2,479.7% | +6,267.7% | -3,788.0% | +599.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling