+2,424.1%
MTZ vs BDX
+6,303.0%
-3,879.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.3% |
| 7D | +16.5% | +1.0% | +15.4% | +16.1% |
| 30D | -10.2% | +15.1% | -25.3% | -14.7% |
| 3M | -34.2% | +18.2% | -52.3% | -38.2% |
| 6M | -56.0% | +48.1% | -104.1% | -62.1% |
| YTD | -14.8% | +44.1% | -59.0% | -26.4% |
| 1Y | -7.2% | +46.4% | -53.6% | -20.3% |
| 3Y | +275.8% | +24.4% | +251.4% | +233.5% |
| 5Y | +93.5% | +26.1% | +67.4% | +68.9% |
| 10Y | +432.7% | +93.3% | +339.4% | +289.4% |
| All | +2,424.1% | +6,303.0% | -3,879.0% | +582.8% |
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