+3,134.4%
MTZ vs BDX
+5,351.6%
-2,217.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.6% |
| 7D | -1.6% | -2.5% | +0.9% | -0.8% |
| 30D | -11.1% | +8.3% | -19.3% | -13.5% |
| 3M | -36.7% | +24.4% | -61.1% | -41.8% |
| 6M | -21.9% | +9.2% | -31.1% | -25.2% |
| YTD | +9.1% | +22.7% | -13.6% | +0.1% |
| 1Y | +30.0% | +25.9% | +4.1% | +18.0% |
| 3Y | +138.5% | -10.5% | +148.9% | +138.5% |
| 5Y | +158.3% | +1.9% | +156.4% | +143.8% |
| 10Y | +700.8% | +58.7% | +642.1% | +529.0% |
| All | +3,134.4% | +5,351.6% | -2,217.2% | +829.4% |
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